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Investing across periods with Mahalanobis distances
Sénéchal, Edouard; Singer, Brian - In: The journal of investment strategies 6 (2017) 2, pp. 41-62
Persistent link: https://www.econbiz.de/10011668129
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An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Chan, Raymond H.; Ma, Alfred Ka Chun; Yeung, Lanston … - In: The journal of investment strategies 6 (2017) 4, pp. 21-46
Persistent link: https://www.econbiz.de/10011771278
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Factor-based tactical bond allocation and interest rate risk management
Thomann, Andreas - In: The journal of investment strategies 8 (2019) 3, pp. 49-79
Persistent link: https://www.econbiz.de/10012426012
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Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe
Trecourt, Pierre; Peres, Florian; Singh, Sameer - In: The journal of investment strategies 11 (2022) 2, pp. 11-46
Persistent link: https://www.econbiz.de/10013462909
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Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun; Zhao, Zhiming - In: International review of financial analysis 41 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
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Uncertain risk parity
Shah, Anish R. - In: The journal of investment strategies 10 (2021) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
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Risk management and market conditions
Haar, Lawrence; Gregoriou, Andros - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255704
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Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
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Energy financialization, risk and challenges
Ji, Qiang; Zhang, Dayong; Kutand, Ali M. - In: International review of financial analysis 68 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012301029