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Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha; Bodnar, Taras; Niklasson, Vilhelm - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
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Execution uncertainty of dark pools and portfolio balance
Zhu, Jianchang; Sun, Xuchu; Li, Tangrong - In: Finance research letters 63 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531284
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Ambiguous investor sentiment
Wagner, Moritz; Wei, Xiaopeng - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061580
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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
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Portfolio optimisation using alternative risk measures
Lorimer, Douglas Austen; Van Schalkwyk, Cornelis Hendrik; … - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061498