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Optimal algorithms and lower partial moment : ex post results
Nawrocki, David N. - In: Applied economics 23 (1991) 3, pp. 465-470
Persistent link: https://www.econbiz.de/10001126378
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Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas; Afawubo, Komiwi - In: Applied economics 47 (2015) 4/6, pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
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Investment in cryptocurrencies : lessons for asset pricing and portfolio theory
Dempsey, Michael; Huy Pham; Ramiah, Vikash - In: Applied economics 54 (2022) 10, pp. 1137-1144
Persistent link: https://www.econbiz.de/10012875129
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Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe; Martin, Franck - In: Applied economics 51 (2019) 22, pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
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Factor investing : a unified view
Kim, Saejoon - In: Applied economics 55 (2023) 14, pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Liu, Bing; Zhang, Lihong; Zhou, Ming - In: Applied economics 56 (2024) 12, pp. 1423-1439
Persistent link: https://www.econbiz.de/10014471101
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A customized LPM risk measure for portfolio analysis
Nawrocki, David N. - In: Applied economics 21 (1989) 2, pp. 205-218
Persistent link: https://www.econbiz.de/10001070535
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Beta, non-systematic risk and portfolio selection
Dowen, Richard J. - In: Applied economics 20 (1988) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001047162
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Inferring risk preferences from a two-asset market
Meyer, Donald J. - In: Applied economics 23 (1991) 1, pp. 65-71
Persistent link: https://www.econbiz.de/10001104411