A financial modeling approach to industry exchange-traded funds selection
Year of publication: |
2023
|
---|---|
Authors: | Conlon, Thomas ; Cotter, John ; Kovalenko, Illia ; Post, Thierry |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-19
|
Subject: | Copulas | Option-implied distribution | Portfolio optimization | Sector exchange traded funds | Stochastic dominance | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Multivariate Verteilung | Multivariate distribution | Investmentfonds | Investment Fund | Theorie | Theory | Stochastischer Prozess | Stochastic process |
-
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang, (2018)
-
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria, (2021)
-
Neural Network Copula Portfolio Optimization for Exchange Traded Funds
Zhao, Yang, (2018)
- More ...
-
A Financial Modeling Approach to Industry Exchange-Traded Funds Selection
Kovalenko, Illia, (2023)
-
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks
Conlon, Thomas, (2019)
-
An empirical analysis of dynamic multiscale hedging using wavelet decomposition
Conlon, Thomas, (2011)
- More ...