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Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.02.007
Abstract: Abstract In this paper, we propose a new approach to impose economic constraints on the time-series forecasts of stock return. It is unlikely or risky for a rational investor to rely on forecast outliers to…
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Keywords:
economic constraints;
new approach;
approach;
constraint ... See more keywords
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Published in 2022 at "Chaos"
DOI: 10.1063/5.0083312
Abstract: It is well-known that the interruption of transmission of a disease can be achieved, provided the vaccinated population reaches a threshold depending on, among others, the efficacy of vaccines. The purpose of this paper is…
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Keywords:
economic constraints;
vaccination;
disease;
cost ... See more keywords