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~subject:"Portfolio-Management"
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ECONIS (ZBW)
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Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
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2
Optimal decision on dynamic insurance price and investment portfolio of an insurer with multi-dimensional
time-varying
correlation
Mao, Hong
;
Wen, Zhongkai
- In:
Journal of quantitative economics
18
(
2020
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10012418792
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3
Pricing options of security portfolio in cyclical economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
Saved in:
4
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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5
Do oil producing countries offer international diversification benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
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6
On optimizing risk exposures with trend-following strategies in currency overlay portfolios
Tee, Kaihong
- In:
The journal of investment strategies
6
(
2016
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10011668121
Saved in:
7
Market integration between conventional and Islamic stock prices
Majdoub, Jihed
;
Mansour, Walid
;
Jouini, Jamel
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
Saved in:
8
ASEAN market linkages : long-term interrelationship with major markets and risk diversification
Mishra, Dipankar
;
Arora, Parvinder
;
Seetharaman, Ananth
- In:
Journal of international business and economics : JIBE
14
(
2014
)
2
,
pp. 7-22
Persistent link: https://www.econbiz.de/10010407310
Saved in:
9
International evidence on market linkages after the 2008 stock market crash
Meriç, Gülser
;
Lentz, Christine
;
Schmeltz, Wayne
; …
- In:
The international journal of business and finance …
6
(
2012
)
4
,
pp. 45-57
Persistent link: https://www.econbiz.de/10009633850
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