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~isPartOf:"Econometric Institute research papers"
~subject:"Portfolio selection"
~subject:"Risk"
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Search: subject:"Aktienrendite"
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Portfolio selection
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Capital market returns
26
Kapitalmarktrendite
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Volatility
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Volatilität
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ARCH model
9
ARCH-Modell
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USA
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United States
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Spillover-Effekt
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Aktienindex
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Aktienmarkt
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Monte Carlo simulation
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Kapitalmarkttheorie
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
2
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
3
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
4
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
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