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Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns

Chang, Chun-Hao; DuPoyet, Brice; Prakash, Arun - In: Applied Financial Economics 18 (2008) 20, pp. 1635-1646

Based on several research studies and in particular the theoretical study of Prakash et al. (1997), it is known that the variance as well as the skewness of the probability distribution of rates of return increases if the investors-investment interval increases. In the present study, using the...

Persistent link: https://www.econbiz.de/10005485172

Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns

Chang, Chun-Hao; Dupoyet, Brice; Prakash, Arun - In: Applied financial economics 18 (2008) 20, pp. 1635-1646

Persistent link: https://www.econbiz.de/10008147095

Effect of intervalling and skewness on portfolio selection in developed and developing markets

Chang, Chun-Hao; Dupoyet, Brice; Prakash, Arun - In: Applied financial economics 18 (2008) 21, pp. 1697-1708

Persistent link: https://www.econbiz.de/10008147900

Effect of intervalling and skewness on portfolio selection in developed and developing markets

Chang, Chun-Hao; Dupoyet, Brice; Prakash, Arun - In: Applied financial economics 18 (2008) 19-21, pp. 1697-1708

Persistent link: https://www.econbiz.de/10008167927

Optimum allocation of weights to assets in a portfolio: the case of nominal annualization versus effective annualization of returns

Chang, Chun-Hao; Dupoyet, Brice; Prakash, Arun - In: Applied financial economics 18 (2008) 19-21, pp. 1635-1646

Persistent link: https://www.econbiz.de/10008167932

Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns

Chang, Chun-hao; DuPoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1635-1646

Persistent link: https://www.econbiz.de/10003800194

Effect of intervalling and skewness on portfolio selection indeveloped and developing markets

Chang, Chun-hao; Dupoyet, Brice; Prakash, Arun J. - In: Applied financial economics 18 (2008) 18/21, pp. 1697-1707

Persistent link: https://www.econbiz.de/10003800238

Selecting a portfolio with skewness : recent evidence from US, European, and Latin American equity markets

Prakash, Arun J.; Chang, Chun-hao; Pactwa, Therese E. - In: Journal of banking & finance 27 (2003) 7, pp. 1375-1390

Persistent link: https://www.econbiz.de/10001769046

Old wine in a new bottle : growth opportunities and re-pouring of Gordon's vintage dividend policy

Prakash, Arun J.; Chang, Chun-hao; Bear, Robert Martin - In: Finance India : the quarterly journal of Indian … 16 (2002) 1, pp. 153-158

Persistent link: https://www.econbiz.de/10001674457

Sale of monopoly information and behavior of rivaling clients : a theoretical perspective

Chang, Chun-hao; Prakash, Arun J.; Yeh, Shu - In: Review of financial economics : RFE 13 (2004) 3, pp. 283-304

Persistent link: https://www.econbiz.de/10002087646