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  • Search: subject:"Risk-based explanation"
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Subject
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Risk-based explanation 2 Anomaly 1 Arbitrage costs 1 Asset pricing 1 Australia 1 Australien 1 Börsenkurs 1 CAPM 1 Capital income 1 Diversification 1 Diversifikation 1 Efficiency 1 Effizienz 1 Firm efficiency 1 Kapitaleinkommen 1 Low-volatility anomaly 1 Mathematical programming 1 Mathematische Optimierung 1 Naive diversification 1 Out-of-sample simulations 1 Parliamentary Library of Australia. 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Robert Dolamore, 2014. 1 Share price 1 Simulation 1 Stochastic frontier approach 1 Technical efficiency 1 Technische Effizienz 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Ang, Tze Chuan 1 Azad, A. S. M. Sohel 1 Pham, Thu A. T. 1 Zakamulin, Valeriy 1 Zhong, Angel 1
Published in...
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Finance research letters 1 International review of financial analysis 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Firm efficiency and stock returns : Australian evidence
Ang, Tze Chuan; Azad, A. S. M. Sohel; Pham, Thu A. T.; … - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013254537
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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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