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A Bayesian perspective on commodity style integration
Fuertes, Ana María; Zhao, Nan - In: Journal of commodity markets 30 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
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The risk premia of energy futures
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Energy economics 102 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013162273
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A behavioral analysis of investor diversification
Fuertes, Ana María; Muradoğlu, Gülnur; Ozturkkal, Belma - In: The European journal of finance 20 (2014) 4/6, pp. 499-523
Persistent link: https://www.econbiz.de/10010461948
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian; Fuertes, Ana María; Miffre, … - In: Journal of banking & finance 105 (2019), pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
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Fear of hazards in commodity futures markets
Fernandez-Perez, Adrian; Fuertes, Ana María; … - In: Journal of banking & finance 119 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521191
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Stress testing OTC derivatives : clearing reforms and market frictions
Casu, Barbara; Kalotychou, Elena; Katsoulis, Petros - In: Journal of financial stability 77 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015323993
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The role of correlation dynamics in sector allocation
Kalotychou, Elena; Staikouras, Sotiris K.; Zhao, Gang - In: Journal of banking & finance 48 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10010506948
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On the right jump tail inferred from the VIX market
Li, Zhenxiong; Yao, Xingzhi; Izzeldin, Marwan - In: International review of financial analysis 86 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
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When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall
Luo, Yi; Xue, Xiaohan; Izzeldin, Marwan - 2025
Persistent link: https://www.econbiz.de/10015339158