منابع مشابه
U.S. Equity Mean-Reversion Examined
In this paper we introduce an intra-sector dynamic trading strategy that captures mean-reversion opportunities across liquid U.S. stocks. Our strategy combines the Avellaneda and Lee methodology (AL; Quant. Financ. 2010, 10, 761–782) within the Black and Litterman framework (BL; J. Fixed Income, 1991, 1, 7–18; Financ. Anal. J. 1992, 48, 28–43). In particular, we incorporate the s-scores and the...
متن کاملThe Causal Model of Export Entrepreneurship and Export Market Orientation on Export Performance: a Case Study of Food and Agricultural Products Export Companies
The aim of this study is to define and introduce the variable of export entrepreneurship and factors affecting it in a global export-centric model. However, we seek to find the effect of the variables of export entrepreneurship and export market orientation on export performance. To test the research hypotheses, a sample of 296 people employed in food and agricultural products company located ...
متن کاملRegular-expression derivatives re-examined
Regular-expression derivatives are an old, but elegant, technique for compiling regular expressions to deterministic finite-state machines. It easily supports extending the regular-expression operators with boolean operations, such as intersection and complement. Unfortunately, this technique has been lost in the sands of time and few computer scientists are aware of it. In this paper, we reexa...
متن کاملVacuum charge fractionization re-examined
We consider a model of a quantized fermion field that is based on the Dirac equation in one dimensional space and re-examine how the fermion number of the vacuum, or the vacuum charge, varies when an external potential is switched on. With this model, fractionization of the vacuum charge has been illustrated in the literature by showing that the external potential can change the vacuum charge f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Science
سال: 2011
ISSN: 0036-8075,1095-9203
DOI: 10.1126/science.331.6021.1115-c