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Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun; Gao, Xiang; Liu, Xiaoli; Wang, Zhan - In: Journal of risk 24 (2022) 5, pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
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Investing for the long run when returns are predictable
Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
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Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001435254
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Momentum strategies
Chan, Louis K. C.; Jegadeesh, Narasimhan; Lakonishok, Josef - 1995
Persistent link: https://www.econbiz.de/10000924877
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Momentum strategies
Chan, Louis K. C. - 1995
Persistent link: https://www.econbiz.de/10000935825
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Economic tracking portfolios
Lamont, Owen A. - 1999
Persistent link: https://www.econbiz.de/10001378519
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - In: Macroeconomic dynamics 1 (1997) 1, pp. 102-134
Persistent link: https://www.econbiz.de/10001337437
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Economic tracking portfolios
Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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Predicting portfolio returns using the distributions of efficient set portfolios
Adcock, Chris J. - In: Advances in portfolio construction and implementation, (pp. 342-355). 2003
Persistent link: https://www.econbiz.de/10001771132