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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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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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Factor investing webinar
Ang, Andrew; Bender, Jennifer; DeSilva, Harindra; … - In: The journal of portfolio management : JPM 49 (2023) 7, pp. 264-275
Persistent link: https://www.econbiz.de/10014308135
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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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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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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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The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs
Boonlert Jitmaneeroj - In: International review of economics & finance : IREF 58 (2018), pp. 282-298
Persistent link: https://www.econbiz.de/10012034214
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Multi-moment risk, hedging strategies, & the business cycle
Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675
Persistent link: https://www.econbiz.de/10012034253