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201
Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
202
Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries
Dar, Arif Billah
;
Maitra, Debasish
- In:
Applied economics
49
(
2017
)
53
,
pp. 5491-5503
Persistent link: https://www.econbiz.de/10011845191
Saved in:
203
Risk management and value creation : new evidence for Brazilian non-financial companies
Santos, Rogiene Batista dos
;
Lima, Fabiano Guasti
; …
- In:
Applied economics
49
(
2017
)
58
,
pp. 5815-5827
Persistent link: https://www.econbiz.de/10011845812
Saved in:
204
The 2007 - 2009 financial crisis : changing market dynamics and the impact of credit supply and aggregate demand sensitivity
Grammatikos, Theoharry
;
Vermeulen, Robert
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 895-911
Persistent link: https://www.econbiz.de/10010398846
Saved in:
205
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
206
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
207
Portfolio efficiency analysis with SFA : the case of PSI-20 companies
Ferreira, Nuno Barbosa
;
Oliveira, Manuela M.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011412091
Saved in:
208
Economic benefits of using realized covariance forecasts in risk-based portfolios
Sharma, Prateek
;
Vipul
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 502-516
Persistent link: https://www.econbiz.de/10011412934
Saved in:
209
Water as an investment : liquid yet illiquid!
Jin, Yizheng
;
Li, Bin
;
Roca, Eduardo
;
Wong, Victor
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 731-745
Persistent link: https://www.econbiz.de/10011414008
Saved in:
210
Testing rebalancing strategies for stock-bond portfolios across different asset allocations
Dichtl, Hubert
;
Drobetz, Wolfgang
;
Wambach, Martin
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 772-788
Persistent link: https://www.econbiz.de/10011414025
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211
Combining value averaging and Bollinger Band for an ETF trading strategy
Lai, Hung-Cheng
;
Tseng, Tseng-Chan
;
Huang, Sz-Chi
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3550-3557
Persistent link: https://www.econbiz.de/10011620811
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212
Investors' heterogeneity and tranching
Wang, Frank Yong
;
Wei, Xu
;
Li, Li
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3679-3684
Persistent link: https://www.econbiz.de/10011621159
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213
Is hedging successful at reducing financial risk exposure?
Jorge, Maria João
;
Augusto, Mário Gomes
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3695-3713
Persistent link: https://www.econbiz.de/10011621161
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214
Forecasts of the managed futures market : an empirical analysis
Sokołowska, Ewelina
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3723-3733
Persistent link: https://www.econbiz.de/10011621163
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215
Portfolios in the Ibex 35 before and after the Global Financial Crisis
Adame, Víctor M.
;
Fernández Rodríguez, Fernando
; …
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3826-3847
Persistent link: https://www.econbiz.de/10011628095
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216
Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
;
Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
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217
Value of hedge and expected returns
Ma, Jinpeng
;
Tang, Max
;
Wang, Yuming
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3373-3398
Persistent link: https://www.econbiz.de/10011617244
Saved in:
218
Asymmetric correlations in gold and other financial markets
Miyazaki, T.
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
Saved in:
219
Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Hkiri, Besma
;
Hammoudeh, Shawkat
;
Aloui, Chaker
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4635-4654
Persistent link: https://www.econbiz.de/10011640721
Saved in:
220
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
221
Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
Saved in:
222
The role of loan portfolio losses and bank capital for Asian financial system resilience
Rösch, Daniel
;
Scheule, Harald
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 289-305
Persistent link: https://www.econbiz.de/10011712252
Saved in:
223
The weakening value premium in the Australian and New Zealand stock markets
Chung, Yi-Tsai
;
Hsu, Chuan-Hao
;
Ke, Mei-chu
;
Liaob, …
- In:
Pacific-Basin finance journal
36
(
2016
),
pp. 123-133
Persistent link: https://www.econbiz.de/10011668767
Saved in:
224
Market dynamics and momentum in the Taiwan stock market
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Feng, Zhi-Xiang
;
Yang, …
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 59-75
Persistent link: https://www.econbiz.de/10011669064
Saved in:
225
False discoveries in style timing of Chinese mutual funds
Yi, Li
;
Lei, He
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 194-208
Persistent link: https://www.econbiz.de/10011669102
Saved in:
226
Foreign bias in Australian-domiciled mutual fund holdings
Mishra, Anil V.
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011669226
Saved in:
227
Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets
Ng, Chi Cheong Allen
;
Shen, Jianfu
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 159-177
Persistent link: https://www.econbiz.de/10011669233
Saved in:
228
Technical, fundamental, and combined information for separating winners from losers
Chen, Hong-Yi
;
Lee, Cheng F.
;
Shih, Wei K.
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 224-242
Persistent link: https://www.econbiz.de/10011669253
Saved in:
229
Governance mechanisms and downside risk
Wang, Li-hsun
;
Lin, Chu-Hsiung
;
Fung, Hung-gay
;
Chen, …
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
Saved in:
230
Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet
;
Demirer, Rıza
;
Hammoudeh, Shawkat
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
Saved in:
231
Is diversification always optimal?
Humphrey, Jacquelyn E.
;
Benson, Karen
;
Low, Rand Kwong Yew
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 521-532
Persistent link: https://www.econbiz.de/10011543400
Saved in:
232
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Saved in:
233
Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model
Dewandaru, Ginanjar
;
Masih, Rumi
;
Obiyathulla Ismath Bacha
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 205-232
Persistent link: https://www.econbiz.de/10011533242
Saved in:
234
Implications of manager replacement : evidence from the Spanish mutual fund industry
Andreu, Laura
;
Sarto, José Luis
;
Serrano, Miguel
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1366-1387
Persistent link: https://www.econbiz.de/10010512060
Saved in:
235
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun
;
Yang, Chunpeng
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
Saved in:
236
Delegated portfolio management and optimal allocation of portfolio managers
Christensen, Michael
;
Vansgaard Christensen, Michael
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2142-2153
Persistent link: https://www.econbiz.de/10010513333
Saved in:
237
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
238
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
239
Does past performance affect mutual fund tracking error in Taiwan?
Wang, Ching-Ping
;
Huang, Hung-Hsi
;
Chen, Cheng-Yu
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5476-5490
Persistent link: https://www.econbiz.de/10011341768
Saved in:
240
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation
Marshall, Cara M.
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10010463955
Saved in:
241
The effectiveness of international diversification : whole markets versus sectors
Moosa, Imad A.
;
Tawadros, George B.
;
Hallahan, Terry A.
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 614-622
Persistent link: https://www.econbiz.de/10010464738
Saved in:
242
Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas
;
Afawubo, Komiwi
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
Saved in:
243
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
Sukcharoen, Kunlapath
;
Choi, Hankyeung
;
Leatham, David J.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3482-3498
Persistent link: https://www.econbiz.de/10011293520
Saved in:
244
The decision to seek advice in the self-directed retirement fund industry
Mihaylov, George
;
Yawson, Alfred
;
Zurbruegg, Ralf
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3367-3381
Persistent link: https://www.econbiz.de/10011293541
Saved in:
245
Should emerging market investors buy commodities?
Batten, Jonathan A.
;
Szilágyi, Péter G.
;
Wagner, Niklas F.
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4228-4246
Persistent link: https://www.econbiz.de/10011294620
Saved in:
246
Risk management, housing and stockholding
Arrondel, Luc
;
Savignac, Frédérique
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4208-4227
Persistent link: https://www.econbiz.de/10011294625
Saved in:
247
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.
;
Satchell, Stephen
;
Spence, P. J.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
Saved in:
248
Pairs trading : does volatility timing matter?
Huck, Nicolas
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
Saved in:
249
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
250
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
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