Narrow search
Showing 1 - 10 of 9,151
Cover Image
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Korniejczuk, Adam; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634696
Cover Image
A network approach to unravel asset price comovement using minimal dependence structure
Carvalho, Pablo José Campos de; Gupta, Aparna - In: Journal of banking & finance 91 (2018), pp. 119-132
Persistent link: https://www.econbiz.de/10011963651
Cover Image
Dynamic network topology and market performance : a case of the Chinese stock market
Huang, Chuangxia; Zhao, Xian; Su, Renli; Yang, Xiaoguang; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1962-1978
Persistent link: https://www.econbiz.de/10013184596
Cover Image
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439
Cover Image
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1991
Persistent link: https://www.econbiz.de/10000085068
Cover Image
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
Cover Image
Occupational choice and the private equity premium puzzle
Hintermaier, Thomas; Steinberger, Thomas - 2002
Persistent link: https://www.econbiz.de/10001712761
Cover Image
Extreme financial risks : from dependence to risk management
Malevergne, Yannick; Sornette, Didier - 2006
Persistent link: https://www.econbiz.de/10003042066
Cover Image
Occupational choice and the private equity premium puzzle
Hintermaier, Thomas; Steinberger, Thomas - 2002
This paper suggests a solution to what has become known as the "private equity premium puzzle" (Moskowitz and Vissing-Jorgensen (2002)). We interpret occupational choice as a dynamic portfolio choice problem of a life-cycle investor facing a liquidity constraint and imperfect information about...
Persistent link: https://www.econbiz.de/10009725485
Cover Image
A multiobjective model for passive portfolio management : an application on the S&P 100 index
García, Fernando; Guijarro, Francisco; Moya, Ismael - In: Journal of business economics and management 14 (2013) 4, pp. 758-775
Persistent link: https://www.econbiz.de/10010188972