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International stock comovements with endogenous clusters

Coroneo, Laura; Jackson, Laura; Owyang, Michael T. - In: Journal of economic dynamics & control 116 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012503214

"Does any behavioural bias prevail while making investment decisions in mutual fund"

Kureshi, Farana; Bhatt, Viral; Bhatt, Priyanka - In: International journal of behavioural accounting and finance 7 (2023) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014306732

Analyzing white maize hedging strategies in South Africa

Dreyer, Frans; Heymans, André; Van Heerden, Chris - In: Business research : an illustrative guide to practical …, (pp. 137-155). 2023

Persistent link: https://www.econbiz.de/10014317762

Does beta explain global equity market volatility : some empirical evidence

Kurach, Radoslaw - In: Contemporary economics 7 (2013) 2, pp. 55-66

The purpose of this study is to assess the diversification benefits resulting from international asset allocation. In this study, we examine Capital Asset Pricing Model (CAPM) in its international context (ICAPM) using the monthly equity returns for 26 countries (18 developed and 8 emerging...

Persistent link: https://www.econbiz.de/10009770247

Efficient portfolio construction by means of CVaR and k-means++ clustering analysis : evidence from the NYSE

Soleymani, Fazlollah; Vasighi, Mahdi - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3679-3693

Persistent link: https://www.econbiz.de/10013330740

Electoral influences on the Brazilian B3 data correlation network

Cardoso, Gerson N.; Silva, Geraldo E. - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 251-272

Persistent link: https://www.econbiz.de/10014469008

Volatility clustering at a sector level in the Chinese equity market

Alfonso Perez, Gerardo Gerry - In: International journal of financial research 9 (2018) 3, pp. 103-107

Persistent link: https://www.econbiz.de/10012236965

Investing in systematic factor premiums

Koedijk, Kees; Slager, Alfred; Stork, Philip - In: European financial management : the journal of the … 22 (2016) 2, pp. 193-234

Persistent link: https://www.econbiz.de/10011482056

Portfoliostrategien im Zuge europäischer Finanzmarktintegration : eine clusteranalytische Untersuchung von Korrelationsstrukturen am Beispiel ausgewählter Aktienmärkte

Hauser, Siegfried; Füss, Roland - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 10, pp. 566-576

Persistent link: https://www.econbiz.de/10001794256

Risk measures-based cluster methods for finance

Guedes, Pablo Cristini; Müller, Fernanda Maria; Righi, … - In: Risk management : an international journal 25 (2023) 1, pp. 1-56

Persistent link: https://www.econbiz.de/10013490814