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Technical analysis compared to mathematical models based methods under parameters mis-specification
Blanchet-Scalliet, Christophette; Diop, Awa; Gibson, Rajna - In: Journal of banking & finance 31 (2007) 5, pp. 1351-1373
Persistent link: https://www.econbiz.de/10003461165
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Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen - In: Journal of banking & finance 34 (2010) 6, pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole; Larsen, Linda Sandris - In: Journal of banking & finance 37 (2013) 12, pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Almost marginal conditional stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
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Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle; Santos, André A. P.; Ruiz, Esther - In: Journal of banking & finance 118 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
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The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio; Tang, Qihe; Tong, Zhiwei - In: Journal of banking & finance 143 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - In: Journal of banking & finance 32 (2008) 9, pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974