//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Dempsey, Mike"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
CAPM
11
Portfolio selection
10
Portfolio-Management
10
Theorie
10
Aktienmarkt
9
Australia
9
Australien
9
Stock market
9
Börsenkurs
8
Share price
8
Volatility
8
Volatilität
8
Estimation
7
Schätzung
7
ARCH model
6
ARCH-Modell
6
Capital income
6
Kapitaleinkommen
6
Option pricing theory
6
Optionspreistheorie
6
Risikomanagement
6
Risk management
6
Derivat
5
Derivative
5
Risikomaß
5
Risk measure
5
Hedging
4
Statistical distribution
4
Statistische Verteilung
4
Anlageverhalten
3
Behavioural finance
3
Betriebliche Finanzwirtschaft
3
Corporate finance
3
Cost of capital
3
Großbritannien
3
Implied volatility
3
Kapitalkosten
3
Managerial finance
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Dempsey, Michael
10
Mozumder, Sharif
4
Kabir, M. Humayun
3
Choudhry, Taufiq
2
Chen, Doris
1
Huy Pham
1
Lajbcygier, Paul
1
Ramiah, Vikash
1
Tanha, Hassan
1
more ...
less ...
Published in...
All
Investment management and financial innovations
2
Applied economics
1
Applied economics letters
1
European financial management : the journal of the European Financial Management Association
1
Global finance journal
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of risk finance : the convergence of financial products and insurance
1
Review of Pacific Basin financial markets and policies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Investment in cryptocurrencies : lessons for asset pricing and portfolio theory
Dempsey, Michael
;
Huy Pham
;
Ramiah, Vikash
- In:
Applied economics
54
(
2022
)
10
,
pp. 1137-1144
Persistent link: https://www.econbiz.de/10012875129
Saved in:
2
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
3
Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Global finance journal
37
(
2018
),
pp. 248-261
Persistent link: https://www.econbiz.de/10012125354
Saved in:
4
Do coherent risk measures identify assets risk profiles similarly? : evidence from international futures markets
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10011875432
Saved in:
5
Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011653721
Saved in:
6
The information content of ASX SPI 200 implied volatility
Tanha, Hassan
;
Dempsey, Michael
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490536
Saved in:
7
Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000
Chen, Doris
;
Dempsey, Michael
;
Lajbcygier, Paul
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 162-177
Persistent link: https://www.econbiz.de/10011475058
Saved in:
8
Consistent cash flow valuation with tax-deductible debt : a clarification
Dempsey, Michael
- In:
European financial management : the journal of the …
19
(
2013
)
4
,
pp. 830-836
Persistent link: https://www.econbiz.de/10010237355
Saved in:
9
The Fama and French three-factor model and leverage : compatibility with the Modigliani and Miller propositions
Dempsey, Michael
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 48-53
Persistent link: https://www.econbiz.de/10003917319
Saved in:
10
Investor tax rationality and the relationship between dividend yields and equity returns : an explanatory note
Dempsey, Michael
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1681-1686
Persistent link: https://www.econbiz.de/10001603582
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->