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Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar; Selvaraju, N. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
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Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
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The efficient frontier of long-short portfolios
Charpin, Françoise; Lacaze, Dominique - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 737-756
Persistent link: https://www.econbiz.de/10001743245
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Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian; Proelss, Juliane; Schweizer, Denis - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
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A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano; Buescu, Cristin; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
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The fundamental theorems of asset pricing and the closed-end fund puzzle
Frahm, Gabriel; Jonen, Alexander; Schüssler, Rainer - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-31
Persistent link: https://www.econbiz.de/10012153033
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
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Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
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How to price information by Kullback-Leibler entropy and a moment-return relation for portfolios
Vries, Andreas de - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10001584370
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Why the return notion matters
Dorfleitner, Gregor - In: International journal of theoretical and applied finance 6 (2003) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10001769119