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What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Sim, Min Kyu; Deng, Shijie; Huo, Xiaoming - In: International review of economics & finance : IREF 71 (2021), pp. 299-315
Persistent link: https://www.econbiz.de/10012627784
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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Dynamic conditional correlations between Chinese sector returns and the S&P 500 index : an interpretation based on investment shocks
Kim, Myeong Hyeon; Sun, Lingxia - In: International review of economics & finance : IREF 48 (2017), pp. 309-325
Persistent link: https://www.econbiz.de/10011747302
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Institutions and the book-to-market effect : the role of investment horizon
Iqbal, Muhammad Sabeeh; Salih, Aslihan; Akdeniz, Levent - In: International review of economics & finance : IREF 84 (2023), pp. 140-153
Persistent link: https://www.econbiz.de/10014343092
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Bulls, bears, and value line's rankings
Moy, Ronald L. - In: International review of economics & finance : IREF 4 (1995) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10001188905
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Diversification, collateral and economies of scale in banking : lessons from a continuous-time portfolio approach
Neuberger, Doris - In: International review of economics & finance : IREF 4 (1995) 3, pp. 253-265
Persistent link: https://www.econbiz.de/10001191673
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Value preserving portfolio strategies in continuous-time models
Korn, Ralf - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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Market equilibrium and the CAPM in a mean-generalized coefficient of variation economy
Boyle, Glenn W. - In: International review of economics & finance : IREF 3 (1994) 3, pp. 249-256
Persistent link: https://www.econbiz.de/10001174205
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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Worst-case portfolio optimization in discrete time
Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227
Persistent link: https://www.econbiz.de/10012132709