Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Year of publication: |
2022
|
---|---|
Authors: | Papathanasiou, Spyros ; Dokas, Ioannis ; Koutsokostas, Drosos |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-11
|
Subject: | COVID-19 | Portfolio diversification | ESG | Connectedness | Growth stocks | Value stocks | Portfolio-Management | Portfolio selection | Hedging | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitalanlage | Financial investment | Coronavirus | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
-
Samitas, Aristeidis, (2022)
-
Yousaf, Imran, (2022)
-
The value of a two-dimensional value investment strategy : evidence from the Korean stock market
Cho, Seong-soon, (2012)
- More ...
-
Papathanasiou, Spyros, (2022)
-
Adjusting for risk factors in mutual fund performance and performance persistence
Koutsokostas, Drosos, (2019)
-
The connectedness between Sukuk and conventional bond markets and the implications for investors
Samitas, Aristeidis, (2021)
- More ...