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The IS-LM model, portfolio theory and the monetarist controversy
Bruce, Neil - 1975
Persistent link: https://www.econbiz.de/10013400615
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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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Extreme downside risk and market turbulence
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Quantitative finance 19 (2019) 11, pp. 1875-1892
Persistent link: https://www.econbiz.de/10015123058
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Long memory conditional volatility and asset allocation
Harris, Richard D. F.; Nguyen, Anh - In: International journal of forecasting 29 (2013) 2, pp. 258-273
Persistent link: https://www.econbiz.de/10009743418
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Dynamic hedge fund portfolio construction
Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
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Extreme downside risk and financial crises
Harris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402719
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Ambiguity aversion and stock market participation : an empirical analysis
Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu - In: Journal of banking & finance 58 (2015), pp. 57-70
Persistent link: https://www.econbiz.de/10011543887
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - 2016
Persistent link: https://www.econbiz.de/10011480647
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Systematic tail risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - 2016
Persistent link: https://www.econbiz.de/10011581609
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Dynamic hedge fund portfolio construction : a semi-parametric approach
Harris, Richard D. F.; Mazibas, Murat - In: Journal of banking & finance 37 (2013) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10009675549