Search Results - subject:"Portfolio Strategies"

Risk spillovers between Chinese new energy futures and carbon-intensive assets : asymmetric effect, time-frequency dynamics, and portfolio strategies

Su, Xianfang; Zhao, Yachao - 2025

Persistent link: https://www.econbiz.de/10015338006

Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds

Xu, Danyang; Corbet, Shaen; Lang, Chunlin; Hu, Yang - In: Economic modelling 141 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015191410

Interlinkages across US sectoral returns : time‑varying interconnectedness and hedging effectiveness

Polat, Onur - In: Financial innovation : FIN 10 (2024), pp. 1-27

, portfolio managers, and policymakers regarding optimal portfolio strategies and risk supervision. …

Persistent link: https://www.econbiz.de/10014535347

Asset allocation with recursive parameter updating and macroeconomic regime identifiers

Goodarzi, Milad; Meinerding, Christoph - 2023

This article studies long-horizon dynamic asset allocation strategies with recursive parameter updating. The parameter estimates for the regime-switching dynamics vary as more and more datapoints are observed and the sample size increases. In such a setting, the globally optimal portfolio...

Persistent link: https://www.econbiz.de/10014000463

Night trading : lower risk but higher returns?

Lachance, Marie-Eve - In: Review of financial economics : RFE 41 (2023) 4, pp. 347-363

Persistent link: https://www.econbiz.de/10014431263

Behavioral biases and portfolio strategies : analyzing the impact on investor decision

Nepal, Bidush; Gyawali, Mira - In: Copernican Journal of Finance & Accounting : CJF&A 12 (2023) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10014525454

Asset allocation with recursive parameter updating and macroeconomic regime identifiers

Goodarzi, Milad; Meinerding, Christoph - 2023 - December 12, 2022

Persistent link: https://www.econbiz.de/10014227601

News sentiment indicators and the cross‐section of stock returns in the European stock market

Gambarelli, Luca; Muzzioli, Silvia - 2022

Persistent link: https://www.econbiz.de/10013258704

Portfolio strategies with classical and alternative Benchmarks

Kuntz, Laura-Chloé - 2018

influences on portfolio strategies and their performance. Likewise, it aims at the systematization and extension of benchmark … specifications as well as their effect on portfolio strategies. Each chapter focuses on a different aspect of developing and … implementing portfolio strategies. The dissertation seeks to contribute to the advancement of portfolio strategies by making the …

Persistent link: https://www.econbiz.de/10012206314

Equivalence of robust VaR and CVaR optimization

Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016

Persistent link: https://www.econbiz.de/10011539339