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Within-series momentum in hockey : no returns for running up the score
Kniffin, Kevin M.; Mihalek, Vince - In: Economics letters 122 (2014) 3, pp. 400-402
Persistent link: https://www.econbiz.de/10010395627
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Application of Markowitz model for analyzing the performance of cricket teams in Indian Premier League
Ranjit Singh; Saikia, Hemanta; Bhattacharjee, Dibyojyoti - In: Metamorphosis : a journal of management research 14 (2015) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10011485943
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Fan involvement and unusual investor behavior: evidence from a football fan bond
Weimar, Daniel; Fox, Alexander - In: International journal of sport finance 16 (2021) 1, pp. 16-32
Persistent link: https://www.econbiz.de/10012508264
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How to play fantasy sports strategically (and win)
Haugh, Martin B.; Signal, Raghav - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 72-92
Persistent link: https://www.econbiz.de/10012435254
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Ranking of VaR and ES models : performance in developed and emerging markets
Žikovi´c, Saša; Filer, Randall Keith - In: Finance a úvěr 63 (2013) 4, pp. 327-359
Persistent link: https://www.econbiz.de/10010244885
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A critique of momentum anomalies
Souza, Thiago de Oliveira - 2019
Persistent link: https://www.econbiz.de/10011993159
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Data-driven satisficing measure and ranking
Huang, Wenjie - In: Journal of the Operational Research Society 71 (2020) 3, pp. 456-474
Persistent link: https://www.econbiz.de/10012216628
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The Worst, the Best, Ignoring All the Rest : The Rank Effect and Trading Behavior
Hartzmark, Samuel M. - 2017
I document a new stylized fact about how investors trade assets: individuals are more likely to sell the extreme winning and extreme losing positions in their portfolio (“the rank effect”). This effect is not driven by firm-specific information, holding period or the level of returns itself,...
Persistent link: https://www.econbiz.de/10012972680
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Valuable Information in Early Sales Proxies : The Use of Google Search Ranks in Portfolio Optimization
Kupfer, Alexander - 2018
meaningful approach to directly incorporate this data into a portfolio optimization technique. By generating a firm ranking based …
Persistent link: https://www.econbiz.de/10012912617
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A Sharper Ratio : A General Measure for Correctly Ranking Non-Normal Investment Risks
Smetters, Kent A. - 2013
While the Sharpe ratio is still the dominant measure for ranking risky assets, a substantial effort has been made over … ranking measure which, under a regularity condition, correctly ranks risks relative to the original investor problem for a … probability distributions. This paper also explores the theoretical foundations of risk ranking, including proving a key …
Persistent link: https://www.econbiz.de/10013074912