//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
~language:"eng"
~person:"Jarrow, Robert A."
~person:"Kang, Sang Hoon"
~person:"Maitra, Debasish"
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio performance"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio selection
61
Portfolio-Management
61
Spillover effect
21
Spillover-Effekt
21
Volatility
17
Volatilität
17
Theorie
16
Theory
16
Hedging
15
Aktienmarkt
13
Stock market
13
Börsenkurs
11
Estimation
11
Risikomaß
11
Risk measure
11
Schätzung
11
Share price
11
Welt
10
World
10
Capital income
9
Kapitaleinkommen
9
ARCH model
8
CAPM
8
Oil price
8
Risiko
8
Risk
8
Ölpreis
8
Arbitrage
7
Risikomanagement
7
Risk management
7
USA
7
United States
7
Downside risk
6
Commodity derivative
5
Portfolio diversification
5
Rohstoffderivat
5
Virtual currency
5
Virtuelle Währung
5
BRICS countries
4
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
Author
All
Jarrow, Robert A.
Kang, Sang Hoon
Maitra, Debasish
Hammoudeh, Shawkat
7
Mensi, Walid
7
Tiwari, Aviral Kumar
5
Guesmi, Khaled
4
Kim, Young Shin
4
Lahiani, Amine
4
McAleer, Michael
4
Nguyen, Duc Khuong
4
Wang, Yi-Hsien
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Aboura, Sofiane
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Bouri, Elie
3
Chevallier, Julien
3
Christoffersen, Peter F.
3
Chuang, Chung-Chu
3
De Nard, Gianluca
3
Dionne, Georges
3
Engle, Robert F.
3
Escobar, Marcos
3
Fakhfekh, Mohamed
3
Ghorbel, Ahmed
3
Hafner, Christian M.
3
Herwartz, Helmut
3
Kouretas, Georgios P.
3
Kumar, Dilip
3
Kurosaki, Tetsuo
3
Ledoit, Olivier
3
Lee, Hsiang-Tai
3
Ma, Feng
3
Mora-Valencia, Andrés
3
Paolella, Marc S.
3
Polak, Pawel
3
Sadorsky, Perry A.
3
Santos, André A. P.
3
Wang, Yudong
3
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
1
Economic modelling
1
Energy economics
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
2
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
3
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
4
Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications
Guhathakurta, Kousik
;
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
Energy economics
85
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012510102
Saved in:
5
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
6
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
7
Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries
Dar, Arif Billah
;
Maitra, Debasish
- In:
Applied economics
49
(
2017
)
53
,
pp. 5491-5503
Persistent link: https://www.econbiz.de/10011845191
Saved in:
8
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->