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~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Capital income"
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3
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
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Journal of banking & finance
155
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47
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ECONIS (ZBW)
136
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1
Backward/forward optimal combination of performance measures for equity screening
Billio, Monica
;
Caporin, Massimiliano
;
Costola, Michele
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
Saved in:
2
Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha
;
Kiesel, Florian
;
Schiereck, Dirk
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
Saved in:
3
Luck versus skill over time : time-varying performance in the cross-section of mutual fund returns
Ercolani, Marco G.
;
Pouliot, William
;
Ercolani, Joanne S.
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3686-3701
Persistent link: https://www.econbiz.de/10012059401
Saved in:
4
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
5
Estimating 'gamma' for tail-hedge discount rates when project returns are cointegrated with GDP
Mantalos, Panagiotis
;
Hultkrantz, Lars
- In:
Applied economics
50
(
2018
)
37
,
pp. 4074-4085
Persistent link: https://www.econbiz.de/10012060694
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6
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
7
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
8
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
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9
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
10
Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz
;
Vrontos, Spyridon
;
Hasim, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 568-596
Persistent link: https://www.econbiz.de/10012120131
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