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Global co-movements of stock markets before and after the 1987 crash

Meriç, İlhan - In: The global structure of financial markets : an overview, (pp. 91-102). 1997

Persistent link: https://www.econbiz.de/10001297767

Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios

Zghal, Rania; Ghorbel, Ahmed - In: International journal of emerging markets 17 (2022) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10012886357

Valuing downside risk on international stock markets

Hikouatcha, Prince; Tédongap, Roméo - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 7-59

Persistent link: https://www.econbiz.de/10015173846

Downside risk of international stock returns

Galsband, Victoria - In: Journal of banking & finance 36 (2012) 8, pp. 2379-2388

Persistent link: https://www.econbiz.de/10009656247

Country-specific idiosyncratic risk and global equity index returns

Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337

Persistent link: https://www.econbiz.de/10009693293

Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Littermann, mean variance and nai͏̈ve diversification approaches

Bessler, Wolfgang; Opfer, Heiko; Wolff, Dominik - 2012 - Current Version: March 1, 2012

The Black-Litterman (BL) model aims to enhance asset allocation decisions by overcoming the weaknesses of standard mean-variance (MV) portfolio optimization. In this study we implement the BL model in a multi-asset portfolio context. Using an investment universe of global stock indices, bonds,...

Persistent link: https://www.econbiz.de/10009671099