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Mega Barokatul Fajri,Guruh Marhaenis Handoko Putro,Jennifer Farihatul Bait,Ira Megasyara
Pág. 21 - 42
This research aims to analyze each of the operational and financial factors that can be used as variables influencing decisions and the intensity of hedging. There are two test analysis model used in this study, the first to test the company decision to ...
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Yossy Aria Primayudha, Tri Gunarsih, Ralina Transistari
Pág. 13 - 21
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Shaojie Zhang, Han Zhang and Kun Ji
In this paper, an incremental nonlinear dynamic inversion (INDI) control scheme is proposed for the attitude tracking of a helicopter with model uncertainties, and actuator delay and saturation constraints. A finite integral compensation based on model r...
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Nassar S. Al-Nassar
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin...
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Ao Yang, Wenqi Li, Brian Sheng Xian Teo and Jaizah Othman
Corporate managers are the central figures of corporate activity who can control the strategic direction of companies. The company?s use of financial derivatives can avoid risks and has an important impact on the value of the company. This study examines...
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Abdellilah Nafia, Abdellah Yousfi and Abdellah Echaoui
In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. In ...
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Markus Arlindo Monteiro, Bennie Grové and Nicolette Matthews
Grain marketing is complex because important decisions are made on the timing of sales and the quantities sold at every trading activity. The literature suggest various grain-hedging strategies, however these strategies are not adaptable to changing mark...
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Juan J. Torres, Can Li, Robert M. Apap and Ignacio E. Grossmann
This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed-integer) linear stochastic programs and provides a list of software designed for this purpose. The methodologies are classified according to the decompos...
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Nassar S. Al-Nassar and Beljid Makram
This study investigates return and asymmetric volatility spillovers and dynamic correlations between the main and small and medium-sized enterprise (SME) stock markets in Saudi Arabia and Egypt for the periods before and during the COVID-19 pandemic. Ret...
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