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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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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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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
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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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The substitutability of real capital and financial assets
McGibany, James M. - In: Applied economics 20 (1988) 11, pp. 1445-1451
Persistent link: https://www.econbiz.de/10001057316
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Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling; Zhu, Huanjun; Chen, Chongzhu - In: Applied economics 55 (2023) 13, pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
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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