14 research outputs found
Multibank holding company acquisitions and local market structure: an analysis of pooled cross-section and time-series data
CSR-Sustainability Monitor 2016 Edition
The report examines how large companies around the world communicate the impact of their non-financial activities through their CSR report (standalone or integrated)
Adaptive trading rules for commodity futures
This paper extends and refines an adaptive filtering model utilizing entropy-based decision rules. The initial adaptive model chose filter sizes by considering both current profitability and previous forecasting success, where forecasting success is measured by a statistic derived from information theory. Alternative specifications of the historical information vector are employed to examine the sensitivity of various components of the model. Although the original adaptive model was a substantial improvement over existing models, it lacked stability; that is, there was more stability in the underlying information of the process than there was in the net profits produced by the adaptive model. Hence this further study. The information-based adaptive model we developed was run on a large data base composed of 15 years of soybean and wheat data. Our results allow us to reject the Martingale hypothesis of commodity price movement.
Options as a strategic investment : Lawrence G. McMillan, (New York Institute of Finance, New York, 1980)
A New Era for Commodity Investments
Commodities have been the poor stepchildren of the global capital markets even though by the standards many investors use to judge the attractiveness of capital assets they should be treated as the honor roll student with athletic capabilities, attractive appearance, and a nice personality. This article seeks to explain why commodities have failed to gain broader acceptance, why current market conditions favor commodity investment, and why long only and commodity index funds are an appropriate commodity investment vehicle for rational, informed investors.Investments; Commodity; Invest