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subject:"Risk"
subject:"Portfolio selection"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
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442
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439
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409
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352
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83
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1
Searching hedging instruments against diverse global risks and uncertainties
Hasan, Md. Bokhtiar
;
Hassan, M. Kabir
;
Gider, Zeynullah
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014483606
Saved in:
2
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
3
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
4
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
5
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
Saved in:
6
Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios
Yang, Ge
;
Yin, Ximing
;
Kimmel, Robert
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485489
Saved in:
7
Optimal investment under high-water mark contracts with model ambiguity
Wang, Ying
;
Wu, Wei-xing
;
Huang, Wenli
;
Liu, Wenqiong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014486270
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
10
Low interest rates, bank's search-for-yield behavior and financial portfolio management
Lojak, Benjamin
;
Makarewicz, Tomasz
;
Proaño Acosta, …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014246882
Saved in:
11
Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin
;
Liang, Zhibin
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
Saved in:
12
Price impact, strategic interaction and portfolio choice
Curatola, Giuliano Antonio
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013413495
Saved in:
13
A kind of new time-weighted nonnegative lasso index-tracking model and its application
Chen, Qi-an
;
Hu, Qingyu
;
Yang, Hu
;
Qi, Kai
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013413527
Saved in:
14
Belief-driven growth slowdowns and zero-bounded risk-free rate
Zhang, Xiaoge
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013413532
Saved in:
15
Two new mean-variance enhanced index tracking models based on uncertainty theory
Yang, Tingting
;
Huang, Xiaoxia
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413571
Saved in:
16
Optimal growth under model uncertainty
Xu, Yuhong
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449083
Saved in:
17
Market insurance and endogenous saving with multiple loss states
Seog, S. Hun
;
Hong, Jimin
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449355
Saved in:
18
Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui
;
Hu, Xiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
Saved in:
19
Models of optimal contract in lending : evaluating the impact of diversified versus focused policies on riskiness of borrower base
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225747
Saved in:
20
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
Saved in:
21
A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning
Chen, Wei
;
Zhang, Haoyu
;
Jia, Lifen
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014225795
Saved in:
22
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
23
Entrepreneurial optimism and creative destruction
Persson, Lars
;
Seiler, Thomas
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534192
Saved in:
24
Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching
;
Van Quoc Thinh Nguyen
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012667370
Saved in:
25
Optimal investment and reinsurance policies for an insurer with ambiguity aversion
Liu, Bing
;
Meng, Hui
;
Zhou, Ming
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012667528
Saved in:
26
A novel LASSO - TLBO - SVR hybrid model for an efficient portfolio construction
Mishra, Sasmita
;
Padhy, Sudarsan
;
Mishra, Satya Narayan
; …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012668046
Saved in:
27
Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun
;
Kaizoji, Taisei
;
Livan, Giacomo
;
Scalas, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
Saved in:
28
Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
Saved in:
29
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821981
Saved in:
30
Long-term wealth growth portfolio allocation under parameter uncertainty : a non-conservative robust approach
Zhu, Bo
;
Zhang, Tianlun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822215
Saved in:
31
Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
Kim, Jinyong
;
Kim, Kun Ho
;
Lee, Jeong Hwan
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012822275
Saved in:
32
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi
;
Lin, Xi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
Saved in:
33
Fractal statistical measure and portfolio model optimization under power-law distribution
Wu, Xu
;
Zhang, Linlin
;
Li, Jia
;
Yan, Ruzhen
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186577
Saved in:
34
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
35
Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
Saved in:
36
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
37
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
38
Investment decisions and debt financing under information uncertainty
Kim, Hwa-sung
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656808
Saved in:
39
Positional momentum and liquidity management : a bivariate rank approach
Panahidargahloo, Akram
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012656981
Saved in:
40
Monetary policy, financial uncertainty, and secular stagnation
Funashima, Yoshito
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012658918
Saved in:
41
The rise of passive investing and index-linked comovement
Grégoire, Vincent
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659532
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42
Disagreements with noisy signals and asset pricing
Wang, Hailong
;
Hu, Duni
;
Ma, Chaoqun
;
Cheng, Fengchao
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012659556
Saved in:
43
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
44
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
45
Equity premium prediction and optimal portfolio decision with Bagging
Yin, Anwen
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012665108
Saved in:
46
Do alternative energy markets provide optimal alternative investment opportunities?
Ur Rehman, Mobeen
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665113
Saved in:
47
Switching interest rate sensitivity regimes of US corporates
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666022
Saved in:
48
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
49
Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu
;
Chen, Na
;
Yuan, Ying
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
Saved in:
50
An outperforming investment strategy under fractional Brownian motion
Liu, Qiang
;
Xiang, Yun
;
Zhao, Yonghong
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
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