We establish several new findings on the relation between capital flow in commodity markets and asset returns. Capital flowing into commodity markets, as measured by high open-interest growth, predicts high commodity returns and low bond returns. Open-interest growth is a more powerful and robust predictor of commodity returns than other known predictors such as the short rate, the yield spread...

Authors' A Oncology, Netherland Medicine Pharmaceu Correspon icine, Radb HB Nijmeg 3618942. E

With the aim of portfolio optimization and management, this article utilizes the Clayton-copula along with copula theory measures. Portfolio-Optimization is one of the activities in investment funds. Thus, it is essential to select an appropriate optimization method. In modern financial analyses, there is growing evidence indicating the distribution of proceeds of financial properties is not cu...

A major financial expense for any military is the acquisition, operation, and maintenance of assets (e.g., vehicles, ships and aircraft), as well as training systems for those assets (e.g., combination of vehicles, vehicle simulators and other training systems). Even slight improvements in force structure efficiency can save governments large amounts of money or, using the same budget, can buy ...

The main objective of this article is to present a comparative study of capital assets pricing models (CAPM) with extrapolating capital assets pricing models (X-CAPM) of companies admitted in Tehran Exchange Market which is accomplished for the first time by investigators of this research in Iran. Accordingly, the statistical population under study of this research includes all companies admitt...

High-frequency data observed on the prices of financial assets are commonly modeled by diffusion processes with micro-structure noise, and realized volatility-based methods are often used to estimate integrated volatility. For problems involving a large number of assets, the estimation objects we face are volatility matrices of large size. The existing volatility estimators work well for a smal...

Using canonical correlation analysis, this study examined the interdependencies in investing and financing decisions of restaurant firms. The results indicated that the similar four crossbalance sheet interdependencies exist in the restaurant industry as identified by previous studies for different industries and companies in various countries: (1) maturity matching structure of assets and liab...

the main objective of this article is to present a comparative study of capital assets pricing models (capm) with extrapolating capital assets pricing models (x-capm) of companies admitted in tehran exchange market which is accomplished for the first time by investigators of this research in iran. accordingly, the statistical population under study of this research includes all companies admitt...

The purpose of the study is to develop methodological approaches forecasting changes in structure assets and capital agricultural enterprises. Methodology. information base article presented by scientific works domestic foreign scientists. research based on methods, among which it expedient distinguish: analysis synthesis, comparison, idealization, abstraction, as well systematization generaliz...