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The role of cross-sectional dispersion in active portfolio management
Gorman, Larry R.; Sapra, Steven G.; Weigand, Robert A. - In: Investment management and financial innovations 7 (2010) 3, pp. 54-64
Persistent link: https://www.econbiz.de/10008841300
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Institutional trading, momentum and idiosynratic volatility
Sonmez, Fatma - In: Investment management and financial innovations 10 (2013) 2, pp. 55-63
Persistent link: https://www.econbiz.de/10010201105
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Leverage constraints or preference for lottery : what explains the low-risk effect in India?
Peswani, Shilpa; Joshipura, Mayank - In: Investment management and financial innovations 18 (2021) 2, pp. 48-63
Persistent link: https://www.econbiz.de/10012698118
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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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The influence of central bank monetary policy announcements on cryptocurrency return volatility
Corbet, Shaen; McHugh, Grace; Meegan, Andrew - In: Investment management and financial innovations 14 (2017) 4, pp. 60-72
Persistent link: https://www.econbiz.de/10011876256
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The failure of BRIC equities as a diversifying agent for US investors : a note
Javeri, Vrishali; Strong, Robert A. - In: Investment management and financial innovations 7 (2010) 2, pp. 45-48
Persistent link: https://www.econbiz.de/10003968760
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Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia; Pierini, Andrea - In: Investment management and financial innovations 11 (2014) 3, pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
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Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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A tactical asset allocation strategy that exploits variations in VIX
Cloutier, Richard; Djatej, Arsen; Kiefer, Dean - In: Investment management and financial innovations 14 (2017) 1, pp. 27-34
Persistent link: https://www.econbiz.de/10011815740