Muhammad Wajid Raza

11 Questions 53 Answers 0 Followers

Questions related from Muhammad Wajid Raza

Regime switching model in portfolio optimization

I want to optimize a portfolio based on regime switching model. Before optimization i need to detect the hidden regimes in the data. Let us suppose i want to start my analysis with GDP. What i...

15 July 2017 3,596 1 View

Why the impact factor of journals related to natural sciences is very high as compare to management sciences?

Usually I observe that most of the journals in natural sciences have high impact factor as compare to management science. I also observed that impact factor journals are more in natural sciences...

11 June 2017 6,363 6 View

Why is it relatively difficult to publish a research article in a good social sciences journal as compare to natural sciences journals?

I have personally experience that its relatively tough to publish in a good journal in social science, for example let us suppose in the field of finance, marketing and so on. In comparison i have...

04 June 2017 7,448 10 View

What is the best technique to forecast accounting measures of a firm?

We came across different fundamental indicators of firm such as total assets, revenue or current assets of a firm. What is the best forecasting technique that can be used to forecast the future...

15 October 2016 5,853 4 View

Which is the best database for downloading balance sheet and income statement data of US firms?

when i try to download fundamental data from WRDS, COMPUSTAT/SRSP it always came across a problem. Some companies will show data for full period while other will not provide for the entire...

30 September 2016 9,723 19 View

Forecasting with ARMA?

Let us assume that I have time series data of two variable say X and Y for time period 1980-2016 on annual basis. What I want to do is to calculate Xt+1 and Yt+1 based on a condition say growth...

28 September 2016 7,433 6 View

What is the most appropriate measure of firm replacement value?

Either total assets or market capitalization can be used as proxies for firm replacement value. I think both of them can be effected by number of factors. The total asset is sensitive to...

27 September 2016 1,276 4 View

Capital structure and business cycle?

Is there any relationship between the business cycle and capital structure? I will really appreciate comments directly focusing on the effect of business cycle effect on firm equity, debt,...

13 September 2016 7,615 16 View

At a macro level the market capitalization of stock markets i.e. S&P 500 increased or decreased? Please support your answer with arguments?

With the passage of time the market conditions have changed. Like the accounting measures such as the current assets, the fixed assets or the total debt of a firm now in 2016 is very different...

07 September 2016 4,450 2 View

Why Islamic mutual funds perform better in crises?

It is general perception that Islamic Mutual funds perform better in period of crises. What are the basic reasons for such over performance?

07 September 2016 4,307 13 View

Why is Islamic banking not growing at the expected growth rate?

Despite the fact that Islamic banking covers a renowned market share, the growth rate is not as high as expected.

16 October 2014 1,698 5 View