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Investment management and financial innovations
Journal of banking & finance
570
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ECONIS (ZBW)
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1
Z-score vs minimum variance preselection methods for constructing small portfolios
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Sabato, Gabriele
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 64-76
Persistent link: https://www.econbiz.de/10012299819
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2
Asset allocation in equity, fixed-income and cryptocurrency on the base of individual risk sentiment
Mikhaylov, Alexey
;
Sokolinskaya, Natalia
;
Lopatin, Evgeniy
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10012122248
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3
Investment motives and preferences : an empirical inquiry during COVID-19
Riyazahmed K.
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012698104
Saved in:
4
Leverage constraints or preference for lottery : what explains the low-risk effect in India?
Peswani, Shilpa
;
Joshipura, Mayank
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 48-63
Persistent link: https://www.econbiz.de/10012698118
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5
Are Asian exchanges outliers? : a market quality criterion
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 64-78
Persistent link: https://www.econbiz.de/10012698120
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6
Investment potential of non-state pension funds in Ukraine
Tropina, Valentyna
;
Melnyk, Viktor
;
Rippa, Mariia
; …
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10012698131
Saved in:
7
Approaches to the formation of an optimal personal investment portfolio in Ukraine
Gavatiuk, Liudmyla
;
Karvatskyi, Maksym
;
Sokrovolska, Natalia
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012698141
Saved in:
8
Portfolio selection using the multiple attribute decision making model
Daugherty, Mary Schmid
;
Jithendranathan, Thadavillil
; …
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10012698185
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9
The reaction of Asian-Pacific investment company returns to U.S. equity returns
Benson, Earl D.
;
Kong, Sophie X.
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10012698219
Saved in:
10
Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange
Le Tuan Anh
;
Dao Thi Thanh Binh
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10012698623
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11
Investigating key funds characteristics influencing their investment performance in Saudi Arabia : a dynamic panel data approach
Belgacem, Samira Ben
;
Ghardallou, Wafa
;
Alshebel, Razan
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 298-311
Persistent link: https://www.econbiz.de/10012698628
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12
A conservative discontinuous target volatility strategy
Cirelli, Simone
;
Vitali, Sebastiano
;
Ortobelli Lozza, Sergio
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 176-190
Persistent link: https://www.econbiz.de/10011817964
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13
The role of high-yield bonds in strategic asset allocation over the great recession
Menounos, Georgios
;
Alexiou, Constantinos
;
Vogiazas, …
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 270-279
Persistent link: https://www.econbiz.de/10011873740
Saved in:
14
Gambler's ruin problem and bi-directional grid constrained trading and investment strategies
Taranto, Aldo
;
Khan, Shahjahan
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 54-66
Persistent link: https://www.econbiz.de/10012405536
Saved in:
15
The correlation strength of the most important cryptocurrencies in the bull and bear market
Lahajnar, Sebastian
;
Rožanec, Alenka
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 67-81
Persistent link: https://www.econbiz.de/10012405543
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16
Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj
;
Raju, Guntur Anjana
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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17
Stock returns are not always from the same distribution : evidence from the Great Recession
Michail, Nektarios A.
;
Magidou, Marina
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 189-204
Persistent link: https://www.econbiz.de/10012405647
Saved in:
18
Optimal omega-ratio portfolio performance constrained by tracking error
Gunning, Wade
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10012406128
Saved in:
19
Financial evaluation of Tadawul All Share Index (TASI) listed stocks using capital asset Pricing Model
Vinodkumar, Nisa
;
AlJasser, Hadeel Khalid
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 69-75
Persistent link: https://www.econbiz.de/10012303063
Saved in:
20
Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj
;
Kumar, Amit
;
Nigam, Narander Kumar
; …
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
Saved in:
21
Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank
;
Joshipura, Nehal
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
Saved in:
22
Investment activities of banks, insurance companies, and non-government pension funds in Ukraine
Reverchuk, Serhiy
;
Vovchak, Olga
;
Yavorska, Tetyana
; …
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 353-363
Persistent link: https://www.econbiz.de/10012303212
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23
Momentum and contrarian effects in the Ukrainian stock market : case of daily overreactions
Plastun, Alex
;
Strochenko, Nataliya
;
Zhmaylova, Olga
; …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 24-34
Persistent link: https://www.econbiz.de/10012299781
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24
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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25
Factors influencing equity fund performance : evidence from Indonesia
Sanjaya, Sigit
;
Yulia, Yosi
;
Elfiswandi
;
Melmusi, Zerni
; …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 156-164
Persistent link: https://www.econbiz.de/10012300527
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26
Growth versus value investing : a case of Nigerian Stock Market
Akinde, Mukail Aremu
;
Peter, Eriki Omohezuaun
;
Ikpefan, …
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10012055981
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27
Holding period for positive return from Indian mutual funds
Ramasamy, Rajamohan Ramaiah
;
Pachiyappan, Sathish
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 346-364
Persistent link: https://www.econbiz.de/10012056180
Saved in:
28
The influence of U.S. equity returns on Asian-Pacific equity markets
Benson, Earl D.
;
Kong, Sophie X.
- In:
Investment management and financial innovations
16
(
2019
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10012177627
Saved in:
29
Managing the equity risk using Short Put Ladder strategy by barrier options
Timková, Monika
;
Šoltés, Michal
- In:
Investment management and financial innovations
16
(
2019
)
4
,
pp. 133-145
Persistent link: https://www.econbiz.de/10012177653
Saved in:
30
Machine learning for robo-advisors : testing for neurons specialization
Semko, Roman
- In:
Investment management and financial innovations
16
(
2019
)
4
,
pp. 205-214
Persistent link: https://www.econbiz.de/10012177671
Saved in:
31
The low fee entry strategy and first mover advantage in the ETF market
Glambosky, Mina
;
Gleason, Kimberly
;
Lee, Chun
;
Murdock, …
- In:
Investment management and financial innovations
16
(
2019
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012122273
Saved in:
32
Exchange rate volatility and foreign portfolio investment in Nigeria
Ogundipe, Adeyemi A.
;
Alabi, Joys
;
Asaleye, Abiola John
; …
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 241-250
Persistent link: https://www.econbiz.de/10012159380
Saved in:
33
The impact of sectorial and geographical segmentation on risk-based asset allocation techniques
Basile, Ignazio
;
Ferrari, Pierpaolo
;
Abate, Guido
- In:
Investment management and financial innovations
16
(
2019
)
3
,
pp. 260-274
Persistent link: https://www.econbiz.de/10012159395
Saved in:
34
Dynamic stop-loss rules as universal performance enhancers
Thomakos, Dimitrios D.
;
Yahlomi, Rafael
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012055066
Saved in:
35
The effect of age and gender on financial risk tolerance of South African investors
Dickason Koekemoer, Zandri
;
Ferreira, Sune J.
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012055119
Saved in:
36
Beta momentum strategy after extreme market movements
Zhao, Xin
;
Li, Mingsheng
;
Liu, Liuling
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 97-110
Persistent link: https://www.econbiz.de/10012055518
Saved in:
37
The role of some indicators of financial security in Ukraine in the context of transnationalization and national interests
Khalatur, Svitlana
;
Pavlova, Galina
;
Zhylenko, Kateryna
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10012055549
Saved in:
38
Portfolio selection strategies and cognitive psychology biases : a behavioral evidence from the Nigerian equity market
Akinde, Mukail Aremu
;
Peter, Eriki Omohezuaun
;
Ikpefan, …
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10012055556
Saved in:
39
Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method : optimized trading system hedging
Vezeris, Dimitrios Th.
;
Kyrgos, Themistoklis S.
; …
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 351-369
Persistent link: https://www.econbiz.de/10012055584
Saved in:
40
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Saved in:
41
Optimal investment decision making on the model of production enterprise with limited resources
Ivanenko, Tetiana
;
Hrushko, Viktor
;
Frantsuz, Anatolii
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 61-68
Persistent link: https://www.econbiz.de/10012055647
Saved in:
42
Performance evaluation of Saudi equity mutual funds : Fama decomposition model
Kumaraswamy, Sumathi
;
Al Ezee, Ibrahim
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 158-168
Persistent link: https://www.econbiz.de/10012055853
Saved in:
43
An analysis of a mean-variance enhanced index tracking problem with weights constraints
Paulo, Wanderlei Lima de
;
Fontova, Marta Ines Velazco
; …
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 183-192
Persistent link: https://www.econbiz.de/10012055864
Saved in:
44
Factors affecting equity mutual fund performance : evidence from Indonesia
Gusni
;
Silviana
;
Hamdani, Faisal
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012001310
Saved in:
45
Macroeconomic announcements and stock returns in US portfolios formed on operating profitability and investement
Alexiou, Constantinos
;
Vogiazas, Sofoklis
;
Taqvi, Abid
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 68-89
Persistent link: https://www.econbiz.de/10012001322
Saved in:
46
Price and market risk reduction for bond portfolio selection in BRICS markets
Ortobelli Lozza, Sergio
;
Petronio, Filomena
;
Vitali, …
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 120-131
Persistent link: https://www.econbiz.de/10012001413
Saved in:
47
Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael
;
Maxwell, Michael
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
Saved in:
48
Portfolio creation using graph characteristics
Danko, Jakub
;
Soltes, Vincent
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 180-189
Persistent link: https://www.econbiz.de/10012002794
Saved in:
49
Optimizing the performance of mean-variance portfolios in various markets : an "old-school" approach
Stein, Roberto
;
Contreras-Pacheco, Orlando E.
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 190-207
Persistent link: https://www.econbiz.de/10012002798
Saved in:
50
Australian stock exchange and sub-variants of price momentum strategies
Ejaz, Abdullah
;
Polak, Petr
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 224-235
Persistent link: https://www.econbiz.de/10012002802
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