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A comparative analysis of alternative life-cycle investment strategies for Turkey
Khodzhimatov, Ravshanbek; Kuzubaş, Tolga Umut; … - 2022
Persistent link: https://www.econbiz.de/10013367953
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Governed by the cycle : direct and inverted interest-rate sensitivity of emerging market corporate debt
Gubareva, Mariya; Borges, Maria Rosa - 2016
Persistent link: https://www.econbiz.de/10011549693
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Why should naive investors avoid stock markets?
Donadelli, Michael; Silvestri, Federico - 2010
Persistent link: https://www.econbiz.de/10010426337
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Enhanced index replication based on smart beta and tail-risk asset allocation
Korzeń, Kamil; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816699
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
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The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012816709
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The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10012816711
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Does bitcoin improve investment portfolio efficiency?
Sakowski, Paweł; Turovtseva, Daria - 2020
Persistent link: https://www.econbiz.de/10012512505
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Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz; Chlebus, Marcin - 2020
Persistent link: https://www.econbiz.de/10012322119
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HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya; Chlebus, Marcin - 2020
Persistent link: https://www.econbiz.de/10012322189