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~language:"eng"
~person:"McAleer, Michael"
~person:"Souza, Thiago de Oliveira"
~subject:"Portfolio selection"
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Portfolio selection
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McAleer, Michael
Souza, Thiago de Oliveira
Collins, John
17
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16
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7
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6
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ECONIS (ZBW)
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1
Asset investment diversification, bankruptcy risk and the mediating role of
business
diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
2
Observable implications of the conditional CAPM
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383870
Saved in:
3
Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10012098285
Saved in:
4
A critique of momentum anomalies
Souza, Thiago de Oliveira
-
2019
Persistent link: https://www.econbiz.de/10011993159
Saved in:
5
Size-related premiums
Souza, Thiago de Oliveira
-
2018
Persistent link: https://www.econbiz.de/10011870476
Saved in:
6
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
9
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
10
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
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