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isPartOf:"Journal of financial economics"
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Journal of financial economics
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1
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
2
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
3
Confidence, bond risks, and equity returns
Zhao, Guihai
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 668-688
Persistent link: https://www.econbiz.de/10011818244
Saved in:
4
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
5
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
6
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
Zhou, Jian
;
Nicholson, Joseph R.
- In:
Economic modelling
45
(
2015
),
pp. 14-21
Persistent link: https://www.econbiz.de/10011334187
Saved in:
7
Modeling conditional covariance for mixed-asset portfolios
Zhou, Jian
- In:
Economic modelling
40
(
2014
),
pp. 242-249
Persistent link: https://www.econbiz.de/10010425651
Saved in:
8
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
9
Style investing, comovement and return predictability
Wahal, Sunil
;
Yavuz, Deniz M.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
Saved in:
10
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
Saved in:
11
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
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