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Capital and risk in property-liability insurance markets
Cummins, John David - In: Journal of banking & finance 20 (1996) 6, pp. 1069-1092
Persistent link: https://www.econbiz.de/10001203099
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Portfolio selection and skewness : evidence from international stock markets
Chunhachinda, Pornchai (contributor) - In: Journal of banking & finance 21 (1997) 2, pp. 143-167
Persistent link: https://www.econbiz.de/10001213043
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A linear model for tracking error minimization
Rudolf, Markus - In: Journal of banking & finance 23 (1999) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001253534
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies
Bessler, Wolfgang; Wolff, Dominik - In: Journal of banking & finance 60 (2015), pp. 1-20
Persistent link: https://www.econbiz.de/10011544827
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Multi-factor volatility and stock returns
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Journal of banking & finance 61 (2015) 2, pp. 132-149
Persistent link: https://www.econbiz.de/10011585515
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Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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Momentum spillover from stocks to corporate bonds
Haesen, Daniel; Houweling, Patrick; Zundert, Jeroen van - In: Journal of banking & finance 79 (2017), pp. 28-41
Persistent link: https://www.econbiz.de/10011815134
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Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian; Gehde-Trapp, Monika; Kempf, Alexander - In: Journal of banking & finance 82 (2017), pp. 112-132
Persistent link: https://www.econbiz.de/10011816785
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Option-implied objective measures of market risk
Leiss, Matthias; Nax, Heinrich H. - In: Journal of banking & finance 88 (2018), pp. 225-240
Persistent link: https://www.econbiz.de/10011962908