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Technical trading rules in Australian financial markets

Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75

Persistent link: https://www.econbiz.de/10010421595

Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien

Siemßen, Sönke J. - 2000

Persistent link: https://www.econbiz.de/10013438280

Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances

Gungor, Sermin; Luger, Richard - 2013

We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbances. In so doing, we provide an exact distribution-free method to test uniform linear restrictions in multivariate linear...

Persistent link: https://www.econbiz.de/10009746573

Investment styles and the multiple testing of cross-sectional stock return predictability

Vincent, Kendro; Hsu, Yu-Chin; Lin, Hsiou-Wei - In: Journal of financial markets 56 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10013282501

Asset pricing with neural networks : significance tests

Fallahgoul, Hasan; Franstianto, Vincentius; Lin, Xin - In: Journal of econometrics 238 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015073811

Instability of factor strength in asset returns

Massacci, Daniele - 2023

Persistent link: https://www.econbiz.de/10014420287

Testing for regime changes in portfolios with a large number of assets : a robust approach to factor heteroskedasticity

Massacci, Daniele - In: Journal of financial econometrics 21 (2023) 2, pp. 316-367

Persistent link: https://www.econbiz.de/10014314751

Time-invariance coefficients tests with the adaptive multi-factor model

Zhu, Liao; Jarrow, Robert A.; Wells, Martin T. - In: The quarterly journal of finance 11 (2021) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10013170764

A direct test for mean variance efficiency of portfolio

Basak, Gopal; Jagannathan, Ravi; Sun, Guoqiang - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1195-1215

Persistent link: https://www.econbiz.de/10001656077

Portfolio construction for tests of asset pricing models : [the impact of the euro on Europe's financial markets]

Vaihekoski, Mika - 2004

Persistent link: https://www.econbiz.de/10001948500