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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Portfolio selection"
~subject:"Multivariate GARCH"
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Portfolio selection
Multivariate GARCH
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Caldeira, João F.
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Dreassi, Alberto
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Filomena, Tiago Pascoal
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Hassan, M. Kabir
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Liu, Jiapeng
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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Journal of empirical finance
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Working paper series / University of Zurich, Department of Economics
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi
;
Liu, Jiapeng
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
Saved in:
2
The determinants of co-movement dynamics between sukuk and conventional bonds
Hassan, M. Kabir
;
Paltrinieri, Andrea
;
Dreassi, Alberto
; …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 73-84
Persistent link: https://www.econbiz.de/10012034513
Saved in:
3
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
4
Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
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