Search Results - subject:"Portfolio"

Beyer, Victor; Bauckloh, Michael Tobias - 2024

This research investigates the influence of methodological choices in portfolio sorts on the size of the carbon premium …

Persistent link: https://www.econbiz.de/10014631855

Analysing financial market integration between stock and precious metals indices

Manuel, Áureo; Dias, Rui; Galvão, Rosa; Varela, Miguel - In: International journal of economics and financial issues … 14 (2024) 4, pp. 222-238

Persistent link: https://www.econbiz.de/10014632259

Bitcoin replication using machine learning

Harris, Richard D. F.; Mazibas, Murat; Rambaccussing, Dooruj - In: International review of financial analysis 93 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014543496

Quantile preferences in portfolio choice : a Q-DRL approach to dynamic diversification

Sarkany, Attila; Janásek, Lukáš; Baruník, Jozef - 2024

factor investing as a solution and portfolio optimization based on them. …

Persistent link: https://www.econbiz.de/10014532001

Interlinkages across US sectoral returns : time‑varying interconnectedness and hedging effectiveness

Polat, Onur - In: Financial innovation : FIN 10 (2024), pp. 1-27

portfolio backtesting analysis to determine the time-varying portfolio allocations and hedging the efectiveness of diferent … portfolio construction techniques. Our results reveal that (i) the sectoral return series are strongly interconnected, and … correlation and connectedness portfolio approaches robustly capture asymmetries. Our fndings provide suggestions for investors …

Persistent link: https://www.econbiz.de/10014535347

Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis

Syed Mabruk Billah; Hadhri, Sinda; Balli, Faruk; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 350-371

Persistent link: https://www.econbiz.de/10014535351

Performance of negatively screened sustainable investments during crisis

Lin, Xiang; Swain, Ranjula Bali - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1226-1247

Persistent link: https://www.econbiz.de/10014535456

Sectoral uncertainty spillovers in emerging markets : a quantile time-frequency connectedness approach

Tam Hoang‑Nhat Dang; Balli, Faruk; Balli, Hatice Ozer; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 121-139

Persistent link: https://www.econbiz.de/10014535528

Contrasting the performance of active and passive unit trusts under normal market conditions : is the experience of emerging markets different?

Gopane, Thabo J.; Ravhura, Mukundi - In: Organizations and markets in emerging economies 15 (2024) 1/30, pp. 188-208

The predominant tradition in the literature is to scrutinise the competitive performance of passive and active investment strategies with less regard to the prevailing market climate. The thesis of this paper is that volatile market conditions may necessitate investment strategy adjustments....

Persistent link: https://www.econbiz.de/10014535537

Making sense of projects : developing project portfolio management capabilities

Ahlemann, Frederik; Bergan, Peder; Karger, Erik; … - In: Schmalenbach journal of business research : SBUR 76 (2024) 2, pp. 293-325

Project management and project portfolio management (PPM) foster competitiveness by facilitating the implementation of …

Persistent link: https://www.econbiz.de/10014551044