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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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Robust estimation of systematic risk using the 't' distribution in the Chilean stock markets
Cademártori Rosso, David; Romo, Cecilia; Campos, Ricardo; … - In: Applied economics letters 10 (2003) 7, pp. 447-453
Persistent link: https://www.econbiz.de/10001766016
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A multifactor model of Philippine stock returns using latent macro risk factors
Aquino, Rodolfo Q. - In: Applied economics letters 11 (2004) 15, pp. 961-968
Persistent link: https://www.econbiz.de/10002507480
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An analysis of the risk-return relationship in the Spanish capital market using a structural equation model
Iglesias Antelo, Susana; Lévy Mangin, Jean-Pierre - In: Applied economics letters 17 (2010) 13/15, pp. 1397-1403
Persistent link: https://www.econbiz.de/10008938276
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The risk and return characteristics of developed and emerging stock markets : the recent evidence
Kohers, Gerald; Kohers, Ninon; Kohers, Theodor - In: Applied economics letters 13 (2006) 11, pp. 737-743
Persistent link: https://www.econbiz.de/10003377824
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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The financial consequences of abolishing a carbon trading system
Ramiah, Vikash; Huy Nguyen Anh Pham; Wang, Ian; Van … - In: Applied economics letters 24 (2017) 13/15, pp. 936-939
Persistent link: https://www.econbiz.de/10011715153
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung; Kim, Myeong Hyeon; Kim, Young Min - In: Applied economics letters 26 (2019) 10, pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
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Impact of state-dependent oil price on US stock returns using local projections
Equiza-Goñi, Juan; Perez de Gracia, Fernando - In: Applied economics letters 26 (2019) 11, pp. 919-926
Persistent link: https://www.econbiz.de/10012204437