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Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage
Calice, Giovanni; Chen, Jing; Williams, Julian M. - In: The European journal of finance 19 (2013) 9/10, pp. 815-840
Persistent link: https://www.econbiz.de/10010245655
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The "dogs of the dow" strategy revisited : Finnish evidence
Rinne, Eemeli; Vähämaa, Sami - In: The European journal of finance 17 (2011) 5/6, pp. 451-469
Persistent link: https://www.econbiz.de/10009155384
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Realised higher moments : theory and practice
Buckle, Michael J.; Chen, Jing; Williams, Julian M. - In: The European journal of finance 22 (2016) 13/15, pp. 1272-1291
Persistent link: https://www.econbiz.de/10011715418
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The diversification benefits of cryptocurrency asset categories and estimation risk : pre and post Covid-19
Huang, Xinyu; Han, Weihao; Newton, David P.; … - In: The European journal of finance 29 (2023) 7, pp. 800-825
Persistent link: https://www.econbiz.de/10014322556
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The numeraire portfolio : a new perspective on financial theory
Bajeux-Besnainou, Isabelle - In: The European journal of finance 3 (1997) 4, pp. 291-309
Persistent link: https://www.econbiz.de/10001236104
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Dividend yield strategies in the British stock market
Filbeck, Greg - In: The European journal of finance 3 (1997) 4, pp. 277-289
Persistent link: https://www.econbiz.de/10001236105
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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An investigation of the stability of returns in Western European equity markets
Sinclair, C. Donald (contributor) - In: The European journal of finance 3 (1997) 1, pp. 87-106
Persistent link: https://www.econbiz.de/10001219141
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Robust portfolio estimation under skew-normal return processes
Taniguchi, Masanobu; Petkovic, Alexandre; Kase, Takehiro; … - In: The European journal of finance 21 (2015) 13/15, pp. 1091-1112
Persistent link: https://www.econbiz.de/10011419752
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Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras; Gupta, Arjun K. - In: The European journal of finance 21 (2015) 13/15, pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827