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A fundamental bond index including solvency criteria
Jong, Marielle de; Stagnol, Lauren - In: The journal of asset management 17 (2016) 4, pp. 280-294
Persistent link: https://www.econbiz.de/10011504263
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376
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The diminished effect of index rebalances
Kappou, Konstantina - In: The journal of asset management 19 (2018) 4, pp. 235-244
Persistent link: https://www.econbiz.de/10011891181
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Forecasting index changes in the German DAX family
Franz, Friedrich-Carl - In: The journal of asset management 21 (2020) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10012292758
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Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu; Chen, Cathy W. S.; Syu, Fong-Yi - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
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Portfolio turnover when IC is time-varying
Ding, Zhuanxin; Martin, R. Douglas; Yang, Chaojun - In: The journal of asset management 21 (2020) 7, pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
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Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo; Guillén, Montserrat - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - In: The North American journal of economics and finance : a … 34 (2015), pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
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Buy-and-hold verszs constantly rebalanced portfolios : a theoretical comparison
Spinu, Florin - In: The journal of asset management 16 (2015) 2, pp. 79-84
Persistent link: https://www.econbiz.de/10011411924