Search Results - subject:"Mean-Var"

Oil price uncertainty and consumer sentiment in advanced economies

Azad, Nahiyan Faisal; Serletis, Apostolos - In: The energy journal 45 (2024) 6, pp. 159-175

Persistent link: https://www.econbiz.de/10015323984

RMB bloc or dollar bloc? : China's monetary and financial influences on Asia

Ong, Sheue Li; Satō, Kiyotaka - In: Topical issues in international development and economics, (pp. 429-459). 2024

Persistent link: https://www.econbiz.de/10014548377

Oil price uncertainty : panel evidence from the G7 and BRICS countries

Serletis, Apostolos; Xu, Libo - In: Behavioral Finance and Asset Prices : The Influence of …, (pp. 3-21). 2023

Persistent link: https://www.econbiz.de/10014282544

Effects of diamond price volatility on stock returns : evidence from a developing economy

Brou, Jean Marcelin Bosson; Mougoué, Mbodja; Kouassi, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1025-1043

Persistent link: https://www.econbiz.de/10012814972

Broker-dealer leverage volatility and the US stock prices

Istiak, Khandokar - In: Studies in economics and finance 39 (2022) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012798490

A century and a half of the monetary base-stock market relationship

Azad, Nahiyan Faisal; Serletis, Apostolos - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 118-124

Persistent link: https://www.econbiz.de/10013336077

Oil price shocks in major emerging economies

Azad, Nahiyan Faisal; Serletis, Apostolos - In: The energy journal 43 (2022) 4, pp. 199-213

Persistent link: https://www.econbiz.de/10013411968

Spillovers of US monetary policy uncertainty on inflation targeting emerging economies

Azad, Nahiyan Faisal; Serletis, Apostolos - In: Emerging markets review 51 (2022) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10013417311

Stock Return and the COVID-19 pandemic : evidence from Canada and the US

Xu, Libo - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012490965

Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment

Parrák, Radovan; Seidler, Jakub - Institut ekonomických studií, Univerzita Karlova v Praze - 2010

This paper focuses on two methods for optimum portfolio selection. We compare Mean-Variance method with Mean-VaR method … algorithms of both methods. Moreover, we consider Mean-VaR strategy to be safer in turbulent times. …

Persistent link: https://www.econbiz.de/10008694965