Narrow search
Showing 1 - 10 of 707
Cover Image
Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
Cover Image
The long-run diversification benefits available from investing across geographical regions and property type : evidence from cointegration tests
Tarbert, Heather - In: Economic modelling 15 (1998) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001247849
Cover Image
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim; Charfeddine, Lanouar; Al-Azzam, Moh'd - In: Economic modelling 57 (2016), pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Cover Image
Portfolio diversification benefits of Islamic investors with their major trading partners : evidence from Malaysia based on MGARCH-DCC and wavelet approaches
Rahim, Adam Mohamed; Masih, Mansur - In: Economic modelling 54 (2016), pp. 425-438
Persistent link: https://www.econbiz.de/10011642223
Cover Image
Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk; Balli, Hatice Ozer; Luu, Mong Ngoc - In: Economic modelling 41 (2014), pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
Cover Image
Can investors of Chinese energy stocks benefit from diversification into commodity futures?
Wen, Xiaoqian; Nguyen, Duc Khuong - In: Economic modelling 66 (2017), pp. 184-200
Persistent link: https://www.econbiz.de/10011813713
Cover Image
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Cover Image
Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Cover Image
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Cover Image
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446