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~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: ("Currency crises" OR "Financial markets" OR "IMF" OR "New financial architecture") AND NOT isPartOf:Intereconomics
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Portfolio selection
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Xuan Vinh Vo
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1
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Journal of international financial markets, institutions & money
78
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24
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11
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
332
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1
Optimal investment and consumption for
financial
markets
with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
2
What do responses of
financial
markets
to the collapse of FTX say about investor interest in cryptocurrencies? : event-study evidence
Yousaf, Imran
;
Riaz, Yasir
;
Goodell, John W.
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472493
Saved in:
3
Hedging strategies among
financial
markets
: the case of green and brown assets
Raheem, Ibrahim Dolapo
;
Akinkugbe, Oluyele F.
;
Hammed, …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 831-873
Persistent link: https://www.econbiz.de/10014329087
Saved in:
4
Does time series momentum also exist outside traditional
financial
markets
? : near-laboratory evidence from sports betting
Vandenbruaene, Jonas
;
De Ceuster, Marc J.
;
Annaert, Jan
- In:
Journal of behavioral and experimental economics
104
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014335707
Saved in:
5
Financial stress effects on
financial
markets
: dynamic connectedness and portfolio hedging
Mezghani, Taicir
;
Abbes, Mouna Boujelbène
- In:
International journal of emerging markets
18
(
2023
)
10
,
pp. 4064-4087
Persistent link: https://www.econbiz.de/10014455190
Saved in:
6
Do green
financial
markets
offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
Saved in:
7
Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed
financial
markets
?
Vu Minh Ngo
;
Huan H. Nguyen
;
Nguyen Phuc Van
- In:
Research in international business and finance
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014436105
Saved in:
8
Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international
financial
markets
Imtiaz Mohammad Sifat
;
Azhar Mohamad
;
Zhang, Hengchao
; …
- In:
The European journal of finance
29
(
2023
)
2
,
pp. 185-206
Persistent link: https://www.econbiz.de/10014322496
Saved in:
9
Forecast the role of GCC financial stress on oil market and GCC
financial
markets
using convolutional neural networks
Mezghani, Taicir
;
Abbes, Mouna Boujelbène
- In:
Asia Pacific financial markets
30
(
2023
)
3
,
pp. 505-530
Persistent link: https://www.econbiz.de/10014362619
Saved in:
10
How does economic policy uncertainty drive time-frequency connectedness across commodity and
financial
markets
?
Wu, Hao
;
Zhu, Huiming
;
Huang, Fei
;
Mao, Weifang
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
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