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The role of derivatives in hedge fund activism
Guo, Jie Michael; Gang, Jianhua; Hu, Nan; Utham, Vinay - In: Quantitative finance 18 (2018) 9, pp. 1531-1541
Persistent link: https://www.econbiz.de/10011913194
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Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.; Brzyski, Damian; Bogdan, Małgorzata; … - In: Quantitative finance 22 (2022) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang; Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Quantitative finance 18 (2018) 5, pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
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Correlation as probability : applications of Sheppard's formula to financial assets
Giner, Javier; Mendoza Aguilar, Judit; Morini-Marrero, … - In: Quantitative finance 18 (2018) 5, pp. 777-787
Persistent link: https://www.econbiz.de/10011907938
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Cross-sectional dispersion and expected returns
Verousis, Thanos; Voukelatos, Nikolaos - In: Quantitative finance 18 (2018) 5, pp. 813-826
Persistent link: https://www.econbiz.de/10011907946
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Monetary policy and stock valuation : structural VAR identification and size effects
Kontonikas, Alexandros; Zekaite, Zivile - In: Quantitative finance 18 (2018) 5, pp. 837-848
Persistent link: https://www.econbiz.de/10011907951
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Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus - In: Quantitative finance 18 (2018) 7, pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
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Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - In: Quantitative finance 18 (2018) 8, pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550