Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

… + εa + εi ; in addition, a portfolio composed of all the other available assets is traded with
dividend process d = m + εa + εi . Here, m and m are the mean dividends of the two assets/…

This paper reviews 15 adolescent (10–19yrs) studies that have directly investigated the effects
of shortened sleep duration on overweight and obesity. The research studies included in …

… [ M t + 1 ( 1 + r t ) ] = 1 , where M t + 1 is the pricing kernel which is commonly restricted to be
M … Initially, we focus on the simplest case where m = 0 so no predictor variable is included to …

This paper investigates the international asset allocation effects of time-variations in higher-order
moments of stock returns such as skewness and kurtosis. In the context of a four-…

This paper studies the relationship between civil war and the value of firms in a poor,
resource-abundant country using microeconomic data for Angola. We focus on diamond mining …

… switching model equation image where y t is a (n + m × 1) random vector collecting
excess asset returns in the first n positions followed by m predictor variables, µ urn:x-wiley:08837252:…

This article studies the effects of conflict onset on asset markets applying the event study
methodology. The authors consider a sample of 101 internal and inter-state conflicts during the …

This paper presents evidence of persistent ‘bull’ and ‘bear’ regimes in UK stock and bond
returns and considers their economic implications from the perspective of an investor's …

Various multiobjective evolutionary algorithms (MOEAs) have been applied to solve the optimal
design problems of a water distribution system (WDS). Such methods are able to find the …