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  • Search: subject:"asset allocation strategy"
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Year of publication
Subject
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Portfolio selection 4 Portfolio-Management 4 Dynamic copula 3 Theorie 3 Theory 3 Artificial intelligence 2 Asset allocation strategy 2 Asset-allocation strategy 2 Economic value 2 Künstliche Intelligenz 2 Multivariate Verteilung 2 Multivariate distribution 2 Neural networks 2 Neuronale Netze 2 Safe haven 2 Volatility 2 Volatilität 2 Aktienmarkt 1 Anlageverhalten 1 Asymmetric dependence 1 Behavioural finance 1 CAPM 1 CARR model 1 Capital income 1 Correlation 1 Dynamic asset allocation strategy 1 Economic regimes 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Global financial crisis 1 Gold 1 Kapitaleinkommen 1 Korrelation 1 Machine Learning 1 Oil price 1 Price range 1 Recurrent neural networks 1 Stock market 1
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Online availability
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Undetermined 5
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5 Undetermined 1
Author
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Grobelny, Przemysław 2 Kaczmarek, Tomasz 2 Wu, Chih-Chiang 2 Będowska-Sójka, Barbara 1 Chen, Wei-Peng 1 Chiu, Junmao 1 Choudhry, Taufiq 1 Kim, Min Jeong 1 Kwon, Dohyoung 1 Liang, Shin-shun 1 Perez, Katarzyna 1 Wu, Chih-chiang 1
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Published in...
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Economics and business review 1 Journal of International Money and Finance 1 Journal of empirical finance 1 Journal of international money and finance 1 Research in international business and finance 1 The journal of asset management : a major new, international quarterly journal for the financial community 1
Source
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ECONIS (ZBW) 5 RePEc 1
Showing 1 - 6 of 6
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Dynamic asset allocation strategy : an economic regime approach
Kim, Min Jeong; Kwon, Dohyoung - In: The journal of asset management : a major new, … 24 (2023) 2, pp. 136-147
Persistent link: https://www.econbiz.de/10014251522
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How to fly to safety without overpaying for the ticket
Kaczmarek, Tomasz; Grobelny, Przemysław - In: Economics and business review 9 (2023) 2, pp. 160-183
Persistent link: https://www.econbiz.de/10014636356
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False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, Tomasz; Będowska-Sójka, Barbara; Grobelny, … - In: Research in international business and finance 60 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013412442
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Economic evaluation of asymmetric and price range information in gold and general financial markets
Wu, Chih-Chiang; Chiu, Junmao - In: Journal of international money and finance 74 (2017), pp. 53-68
Persistent link: https://www.econbiz.de/10011787915
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The extreme value in crude oil and US dollar markets
Chen, Wei-Peng; Choudhry, Taufiq; Wu, Chih-Chiang - In: Journal of International Money and Finance 36 (2013) C, pp. 191-210
volatility and dependence structures between the oil price and the US dollar exchange rate. An asset-allocation strategy is …
Persistent link: https://www.econbiz.de/10011048522
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
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