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Further higher moments in portfolio selection and a priori detection of bankruptcy, under multi-layer perceptron neural networks, hybrid neuro-genetic MLPs, and the voted perceptro...
Loukeris, Nikolaos; Eleftheriadis, Iordanis - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 341-361
Persistent link: https://www.econbiz.de/10011495563
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Momentum crashes and variations to market liquidity
Butt, Hilal Anwar; Virk, Nader Shahzad - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
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A portfolio construction framework using LSTM-based stock markets forecasting
Cipiloglu Yildiz, Zeynep; Yildiz, Selim Baha - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2356-2366
Persistent link: https://www.econbiz.de/10013184892
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Influences of uncertainty on the returns and liquidity of cryptocurrencies : evidence from a portfolio approach
Nguyen Quang Binh; Thai-Ha Le; Nguyen Phuc Canh - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2497-2513
Persistent link: https://www.econbiz.de/10013184899
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Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 678-696
Persistent link: https://www.econbiz.de/10012814855
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Islamic portfolio optimization under systemic risk : vine copula-CoVaR based model
Braiek, Sana; Bedoui, Rihab; Belkacem, Lotfi - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1321-1339
Persistent link: https://www.econbiz.de/10012815058
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International sentiment spillovers in equity returns
Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
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Impact of domestic investor protection on foreign investment decisions : evidence from bond markets
Pradkhan, Elina - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 417-446
Persistent link: https://www.econbiz.de/10011698811
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How fat are the tails of equity market indices?
Stoyanov, Stoyan V.; Loh, Lixia; Fabozzi, Frank J. - In: International journal of finance & economics : IJFE 22 (2017) 3, pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
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The role of time-varying return forecasts for improving international diversification benefits
Miralles-Quirós, María del Mar; Miralles-Quirós, … - In: International journal of finance & economics : IJFE 22 (2017) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10011960294