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The Shapley decomposition for portfolio risk
Mussard, Stéphane; Terraza, Virginie - In: Applied economics letters 15 (2008) 7/9, pp. 713-715
Persistent link: https://www.econbiz.de/10003741652
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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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Optimal portfolio selection with maximal risk adjusted return
Wang, Yue; Qiu, Zhijian; Qu, Xiaomei - In: Applied economics letters 24 (2017) 13/15, pp. 1035-1040
Persistent link: https://www.econbiz.de/10011716547
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M-Squared and ranking issues for risky assets
Baigent, G. Glenn - In: Applied economics letters 22 (2015) 4/6, pp. 247-250
Persistent link: https://www.econbiz.de/10010506803
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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LASSO-based high-frequency return predictors for profitable Bitcoin investment
Huang, Weige; Gao, Xiang - In: Applied economics letters 29 (2022) 12, pp. 1079-1083
Persistent link: https://www.econbiz.de/10013412041
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Asset allocation based on LSTM and the Black - Litterman model
Yao, Haixiang; Li, Xiaoxin; Li, Lijun - In: Applied economics letters 31 (2024) 17, pp. 1686-1691
Persistent link: https://www.econbiz.de/10015075596
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The role of uncertainty in forecasting employment by skill and industry
Sakutukwa, Tutsirai; Yang, Hee-Seung - In: Applied economics letters 25 (2018) 18, pp. 1288-1291
Persistent link: https://www.econbiz.de/10012135384
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What does forecaster disagreement tell us about the state of the economy?
Bürgi, Constantin; Sinclair, Tara M. - In: Applied economics letters 28 (2021) 1, pp. 49-53
Persistent link: https://www.econbiz.de/10012415056
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Fear, overconfidence, and fundamental uncertainty shocks
Ambrocio, Gene - In: Applied economics letters 28 (2021) 9, pp. 760-764
Persistent link: https://www.econbiz.de/10012501609