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Year of publication
Subject
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risk factor 4 risk model 4 Portfolio selection 3 Portfolio-Management 3 Risiko 3 Risikomanagement 3 Risk 3 Risk management 3 quant 3 CAPM 2 Correlation 2 Korrelation 2 Risikomodell 2 Risk model 2 Theorie 2 Theory 2 correlation 2 covariance 2 factor risk 2 industry 2 industry classification 2 multi-factor 2 optimization 2 portfolio optimization 2 quant trading 2 short horizon 2 specific risk 2 style 2 trading 2 Anleihe 1 Artificial intelligence 1 Bond 1 Capital income 1 Cluster analysis 1 Clusteranalyse 1 Credit rating 1 Credit risk 1 ETF 1 Eco‐packaging 1 Einkommensverteilung 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 5 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Article 1 Dissertation u.a. Prüfungsschriften 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
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Language
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English 6 German 1 Undetermined 1
Author
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Kakushadze, Zura 4 Liew, Jim Kyung-Soo 2 Yu, Willie 2 Danes, Jeffrey E. 1 Hess, Jeffrey S. 1 Metcalf, Lynn 1 Mihet, Roxana 1 Pedersen, Lasse Heje 1 Singh, Jay 1 Veith, Werner 1
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Institution
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C.E.P.R. Discussion Papers 1
Published in...
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Bulletin of applied economics 1 CEPR Discussion Papers 1 Journal of risk & control 1 Qualitative Market Research: An International Journal 1 Research paper series / Swiss Finance Institute 1 Risks 1 Risks : open access journal 1
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Source
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ECONIS (ZBW) 4 EconStor 1 RePEc 1 USB Cologne (EcoSocSci) 1 Other ZBW resources 1
Showing 1 - 8 of 8
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Financial technology and the inequality gap
Mihet, Roxana - 2020
Information-based models of capital income inequality that link return heterogeneity to investor sophistication levels need to assume an increase in data costs to generate an increase in inequality. Empirically, this assumption contradicts the fact that investment markets have become more...
Persistent link: https://www.econbiz.de/10012421457
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ETF risk models
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
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Custom v. standardized risk models
Kakushadze, Zura; Liew, Jim Kyung-Soo - In: Risks : open access journal 3 (2015) 2, pp. 112-138
quant trading with much shorter holding horizons is suboptimal: (1) longer horizon risk factors (value, growth, etc …
Persistent link: https://www.econbiz.de/10011299524
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Machine learning risk models
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012237599
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Custom v. standardized risk models
Kakushadze, Zura; Liew, Jim Kyung-Soo - In: Risks 3 (2015) 2, pp. 112-138
quant trading with much shorter holding horizons is suboptimal: (1) longer horizon risk factors (value, growth, etc …
Persistent link: https://www.econbiz.de/10011709520
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A mixed‐methods approach for designing market‐driven packaging
Metcalf, Lynn; Hess, Jeffrey S.; Danes, Jeffrey E.; … - In: Qualitative Market Research: An International Journal 15 (2012) 3, pp. 268-289
prototypes in a limited way – they either ignore qualitative measurement completely or use small sample focus groups. This quali‐quant …
Persistent link: https://www.econbiz.de/10014987296
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When Everyone Runs for the Exit
Pedersen, Lasse Heje - C.E.P.R. Discussion Papers - 2009
recent global liquidity crisis and, in particular, the quant event of 2007. …
Persistent link: https://www.econbiz.de/10005082543
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Quantitative und qualitative Prozeßanalyse einer Arbeitsgruppe
Veith, Werner - 1992
Persistent link: https://www.econbiz.de/10009588627
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