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~subject:"Portfolio selection"
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Portfolio selection
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A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
Saved in:
2
A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
Saved in:
3
Book-to-market and size effects : compensations for risks or outcomes of market inefficiencies?
Asgharian, Hossein
;
Hansson, Björn A.
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10003954436
Saved in:
4
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 625-628
Persistent link: https://www.econbiz.de/10003842970
Saved in:
5
Evaluating a nonlinear asset pricing model on international data
Asgharian, Hossein
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003283102
Saved in:
6
Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
Saved in:
7
Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein
;
Hansson, Björn A.
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
Saved in:
8
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
9
The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
Saved in:
10
Applications of Bayesian econometrics to financial economics
Bengtsson, Christoffer
-
2006
Persistent link: https://www.econbiz.de/10003366664
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