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A practical guide to robust portfolio optimization
Yin, Chenyang; Perchet, Romain; Soupé, François - In: Quantitative finance 21 (2021) 6, pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
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Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum; Usman, Muhammad; Choi, Sun-Yong; Rice, John - In: Research in international business and finance 65 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
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A note on risk reduction under Markowitz's portfolio theory
Etebari, Ahmad; Tourani Rad, Alireza - In: Research in international business and finance 12 (1995), pp. 327-335
Persistent link: https://www.econbiz.de/10001195605
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Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies
Yunlin Yang; Ge̜bka, Bartosz; Hudson, Robert - In: Research in international business and finance 47 (2019), pp. 78-101
Persistent link: https://www.econbiz.de/10012135515
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Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets
Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278
Persistent link: https://www.econbiz.de/10012135733
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Risk perceptions and risk management approaches of Chinese overseas investors : an empirical investigation
Ullah, Subhan; Wang, Zheng; Stokes, Peter; Xiao, Wen - In: Research in international business and finance 47 (2019), pp. 470-486
Persistent link: https://www.econbiz.de/10012135781
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The economic value of Bitcoin : a portfolio analysis of currencies, gold, oil and stocks
Symitsi, Efthymia; Chalvatzis, Konstantinos J. - In: Research in international business and finance 48 (2019), pp. 97-110
Persistent link: https://www.econbiz.de/10012135851
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Multiresolution analysis and spillovers of major cryptocurrency markets
Omane-Adjepong, Maurice; Alagidede, Imhotep Paul - In: Research in international business and finance 49 (2019), pp. 191-206
Persistent link: https://www.econbiz.de/10012136012
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Spillover effects among financial institutions within Germany and the United Kingdom
Ghulam, Yaseen; Doering, Jana - In: Research in international business and finance 44 (2018), pp. 49-63
Persistent link: https://www.econbiz.de/10011982980
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The failure of hedge funds : an analysis of the impact of different risk classes
Di Tommaso, Caterina; Piluso, Fabio - In: Research in international business and finance 45 (2018), pp. 121-133
Persistent link: https://www.econbiz.de/10011983205