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Technical trading rules in Australian financial markets

Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75

Persistent link: https://www.econbiz.de/10010421595

A Markowitz-based alternative model : hedging market shocks under endowment constraints

Martin, Brett; Swanson, Adam - In: Review of financial economics : RFE 40 (2022) 4, pp. 335-347

Persistent link: https://www.econbiz.de/10013461473

Stochastic dominance efficiency tests under diversification

Kuosmanen, Timo - 2001

Persistent link: https://www.econbiz.de/10001584125

Stock portfolio design and backtest overfitting

Bailey, David H.; Borwein, Jonathan M.; López de … - In: Journal of investment management : JOIM 15 (2017) 1, pp. 75-87

Persistent link: https://www.econbiz.de/10011700609

Comparing the riskiness of dependent portfolios via nested L-statistics

Samanthi, Ranadeera G.M.; Wei, Wei; Brazauskas, Vytaras - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 213-236

Persistent link: https://www.econbiz.de/10011820567

Testing out-of-sample portfolio performance

Kazak, Ekaterina; Pohlmeier, Winfried - In: International journal of forecasting 35 (2019) 2, pp. 540-554

Persistent link: https://www.econbiz.de/10012300697

TIME DIVERSIFICATION AND STOCHASTIC DOMINANCE

Hodges, Charles W.; Levy, Haim; Yoder, James A. - In: Research in finance : Vol. 21, (pp. 1-15). 2005

We use stochastic dominance to test whether investors should prefer riskier securities as the investment horizon lengthens. Simulated return distributions for stocks, bonds, and U.S. Treasury bills are generated for holding periods of one to 20 years and stochastic dominance tests are run to...

Persistent link: https://www.econbiz.de/10015387350

Stresstests in Banken : von Basel II bis ICAAP

Klauck, Kai-Oliver (ed.); Stegmann, Claus (ed.) - 2006

Persistent link: https://www.econbiz.de/10003320458

An actual position benchmark for Mexican pension funds performance

De la Torre Torres, Óscar V.; Figueroa, Evaristo Galeana; … - In: Economía teoría y práctica 43 (2015), pp. 133-154

Persistent link: https://www.econbiz.de/10011583043

Essays in prediction and specification analysis

Bhardwaj, Geetesh - 2006

Persistent link: https://www.econbiz.de/10009260353