Narrow search
Showing 41 - 50 of 67
Cover Image
Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan; Chen, Rongda; Lv, Zhihong; Zhou, Tianqing; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012202884
Cover Image
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Cover Image
An efficient portfolio construction model using stock price predicted by support vector regression
Mishra, Sasmita; Padhy, Sudarsan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012203697
Cover Image
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Cover Image
Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu; Chen, Na; Yuan, Ying - In: The North American journal of economics and finance : a … 47 (2019), pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
Cover Image
An outperforming investment strategy under fractional Brownian motion
Liu, Qiang; Xiang, Yun; Zhao, Yonghong - In: The North American journal of economics and finance : a … 47 (2019), pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
Cover Image
Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz; Vrontos, Spyridon; Hasim, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 568-596
Persistent link: https://www.econbiz.de/10012120131
Cover Image
Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
Campani, Carlos Heitor; Garcia, René - In: The North American journal of economics and finance : a … 48 (2019), pp. 364-384
Persistent link: https://www.econbiz.de/10012120271
Cover Image
Screening rules and portfolio performance
León Valle, Ángel Manuel; Navarro, Lluís; Nieto … - In: The North American journal of economics and finance : a … 48 (2019), pp. 642-662
Persistent link: https://www.econbiz.de/10012120318
Cover Image
Dynamic optimal investment policy under incomplete information
Huang, Wenli; Wang, Hongli; Yang, Jinqiang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012200869