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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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ECONIS (ZBW)
2,289
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1
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
2
Idiosyncratic
risk
and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Expectile
CAPM
Hu, Wei
;
Zheng, Zhenlong
- In:
Economic modelling
88
(
2020
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012417246
Saved in:
5
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Jin, Zhuo
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
6
Mean-variance portfolio selection with only risky assets under regime switching
Zhang, Miao
;
Chen, Ping
;
Yao, Haixiang
- In:
Economic modelling
62
(
2017
),
pp. 35-42
Persistent link: https://www.econbiz.de/10011813158
Saved in:
7
Translating financial integration into correlation
risk
: a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
8
Identifying the
risk
-return tradeoff and exploring the dynamic
risk
exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei
;
Li, Jianping
;
Tang, Ling
;
Wu, Dengsheng
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
Saved in:
9
Semiparametric portfolios : Improving portfolio performance by exploiting non-linearities in firm characteristics
Caldeira, João F.
;
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Economic modelling
122
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014388683
Saved in:
10
Modeling hedge fund exposure to
risk
factors
Jawadi, Fredj
;
Khanniche, Sabrina
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1003-1018
Persistent link: https://www.econbiz.de/10009667457
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