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~isPartOf:"Finance research letters"
~subject:"Impact assessment"
~subject:"Macroeconometrics"
~subject:"Portfolio-Management"
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Analyzing diversification benefits of cryptocurrencies through backfill simulation
Kim, Jang Ho
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014239920
Saved in:
2
Suboptimal investment behavior and welfare costs : a simulation based approach
Castañeda, Pablo
;
Reus, Lorenzo
- In:
Finance research letters
30
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012420392
Saved in:
3
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Implementing and testing the Maximum Drawdown at Risk
Mendes, Beatriz Vaz de Melo
;
Lavrado, Rafael Coelho
- In:
Finance research letters
22
(
2017
),
pp. 95-100
Persistent link: https://www.econbiz.de/10011807982
Saved in:
6
Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy
- In:
Finance research letters
22
(
2017
),
pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
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