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~isPartOf:"Finance research letters"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
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Portfolio selection
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Božović, Miloš
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Finance research letters
Insurance / Mathematics & economics
226
Journal of econometrics
174
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151
Economics letters
124
International journal of forecasting
123
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114
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111
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91
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67
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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ECONIS (ZBW)
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1
A note on the Gumbel convergence for the Lee and Mykland jump tests
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445402
Saved in:
2
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
3
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
Saved in:
4
Can average skewness really predict financial returns? : the euro area case
Annaert, Jan
;
De Ceuster, Marc J.
;
Cappellen, Jef van
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472219
Saved in:
5
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
6
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
7
Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Boukef Jlassi, Nabila
;
Jeribi, Ahmed
;
Lahiani, Amine
; …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014582463
Saved in:
8
How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
Saved in:
9
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
10
Market reaction, COVID-19 pandemic and return distribution
Jin, Chenglu
;
Lu, Xingyu
;
Zhang, Yihan
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553679
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