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~isPartOf:"Econometric Institute research papers"
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Search: subject:"Portfolio Selection"
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Portfolio selection
27
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McAleer, Michael
25
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7
Pérez Amaral, Teodosio
7
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5
Allen, David E.
4
Hammoudeh, Shawkat
4
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4
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3
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3
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2
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Kaynar, Bahar
2
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2
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1
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1
Hooi Hooi Lean
1
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1
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1
Malik, Farooq
1
Noyan, Nilay
1
Powell, Robert
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Roengchai Tansuchat
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Econometric Institute research papers
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391
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1
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
2
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:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2018
Persistent link: https://www.econbiz.de/10011868783
Saved in:
5
Management science, economics and finance : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2016
Persistent link: https://www.econbiz.de/10011541142
Saved in:
6
Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization
Bai, Zhidong
;
Li, Hua
;
McAleer, Michael
;
Wong, Wing Keung
-
2016
Persistent link: https://www.econbiz.de/10011477196
Saved in:
7
A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2016
Persistent link: https://www.econbiz.de/10011631787
Saved in:
8
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
9
Informatics, data mining, econometrics and financial economics : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2015
Persistent link: https://www.econbiz.de/10011432740
Saved in:
10
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
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