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Optimal investment and consumption under partial information
Lindensjö, Kristoffer - In: Mathematical methods of operations research 83 (2016) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Time-varying conditional beta, return spillovers, and dynamic bank diversification strategies
Wang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 272-280
Persistent link: https://www.econbiz.de/10012655045
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Parameter behavioral finance model of investor groups based on statistical approaches
Zhuo, Jinwu; Li, Xinmiao; Yu, Changrui - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 74-79
Persistent link: https://www.econbiz.de/10012655189
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Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro; Novales, Alfonso - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
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Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises
Kouaissah, Noureddine - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 480-493
Persistent link: https://www.econbiz.de/10012655541
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Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
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A new approach to portfolio management in the Brazilian equity market : does assets efficiency level improve performance?
Maciel, Leandro - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 38-56
Persistent link: https://www.econbiz.de/10012656193
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Comparing the performance and composition of tracking error constrained and unconstrained portfolios
Du Sart, Colin F.; Van Vuuren, Gary - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 276-287
Persistent link: https://www.econbiz.de/10012656294
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Pension insurance schemes and moral hazard : the Pension Benefit Guaranty Corporation should restrict the insured pension plans' portfolio policy
Romaniuk, Katarzyna - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 37-43
Persistent link: https://www.econbiz.de/10013258235
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European equity markets : who is the truly representative investor?
Rojo Suárez, Javier; Alonso Conde, Ana Belén; Ferrero … - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 325-346
Persistent link: https://www.econbiz.de/10012416960