Search Results - subject:"asset classes"

Unveiling inter-market reactions to different asset classes/commodities pre- and post-COVID-19 : an exploratory qualitative study

Bannerjee, Siddhartha S.; Pillai, Rekha; Tabash, Mosab I.; … - 2025

Comprehending intermarket relationships among asset classes/commodities and the changing dynamics among the gold … in the context of portfolio allocation/portfolio design that comprise these vital asset classes/commodities. …

Persistent link: https://www.econbiz.de/10015337778

Simulating multi-asset classes prices using Wasserstein Generative Adversarial Network: A study of stocks, futures and cryptocurrency

Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-21

of a market simulator for trading analysis. We might be the first to look into multi-asset classes in a systematic …

Persistent link: https://www.econbiz.de/10013201330

Simulating multi-asset classes prices using Wasserstein Generative Adversarial Network : a study of stocks, futures and cryptocurrency

Han, Feng; Ma, Xiaojuan; Zhang, Jiheng - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-21

of a market simulator for trading analysis. We might be the first to look into multi-asset classes in a systematic …

Persistent link: https://www.econbiz.de/10012813868

Housing risk and the cross-section of returns across many asset classes

Ma, Sai; Zhang, Shaojun - 2020

equity characteristic-sorted portfolios and non-equity asset classes with positive risk price estimates that are similar in …

Persistent link: https://www.econbiz.de/10012216697

Leveraged ETPs across asset classes

Tosi, Adriano - In: Essays in systematic asset pricing, (pp. 149-194). 2019

Persistent link: https://www.econbiz.de/10012103532

Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies

Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang Karl; … - 2018

The market capitalization of cryptocurrencies has risen rapidly during the last few years. Despite their high volatility, this fact has spurred growing interest in cryptocurrencies as an alternative investment asset for portfolio and risk management. We characterise the effects of adding...

Persistent link: https://www.econbiz.de/10012433207

Herding behavior of Dutch pension funds in asset class investments

Koetsier, Ian; Bikker, Jacob A. - 2018

Persistent link: https://www.econbiz.de/10011879776

Pension funds interconnections and herd behavior

Bauer, Rob; Bonneti, Matteo; Broeders, Dirk - 2018

Persistent link: https://www.econbiz.de/10011920830

Investing with cryptocurrencies - A liquidity constrained investment approach

Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang Karl - 2017

Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into account liquidity issues when one puts them into the same portfolio. We...

Persistent link: https://www.econbiz.de/10011725381

Investing with cryptocurrencies : a liquidity constrained investment approach

Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - 2017

Persistent link: https://www.econbiz.de/10011672439