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Antonio Jaramillo Dayag, Fernando L. Trinidad, Dr.
Pág. 51 - 57
Universal banks combine commercial loan services and public deposit functions with investment, and other services such as home and auto financing, mutual funds, pension and insurance to name a few. The importance of universal banks have been recognized i...
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Bayram Veli Salur and Cumhur Ekinci
We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market. Differently from the literature, we test combination portfolios (portfolios formed on more than one factor such as size, book-to-market ra...
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Alex Garivaltis
This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of ?universal portfolios?. I generalize Cover?s benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight b...
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