Narrow search
Showing 1 - 10 of 130
Cover Image
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi; Jiang, Ching-hai - In: Finance research letters 19 (2016), pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Cover Image
Stepwise expanding the frontier one asset at a time
Chiu, Wan-Yi - In: Finance research letters 46 (2022) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013341338
Cover Image
Mean-variance dominant trading strategies
Galvani, Valentina; Gubellini, Stefano - In: Finance research letters 10 (2013) 3, pp. 142-150
Persistent link: https://www.econbiz.de/10010222895
Cover Image
Variance risk and the idiosyncratic volatility puzzle
Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014578075
Cover Image
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Cover Image
Quantifying the international stock market risk spillover : an analysis based on G-expectation upper variances
Cai, Yi; Tang, Zhenpeng; Chen, Kaijie; Liu, Dinggao - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581642
Cover Image
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu; Hou, Xinmeng - In: Finance research letters 30 (2019), pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Cover Image
The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 30 (2019), pp. 110-115
Persistent link: https://www.econbiz.de/10012420314
Cover Image
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip; Matković, Mario; Sorić, Petar - In: Finance research letters 28 (2019), pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Cover Image
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490200