Narrow search
Showing 1 - 10 of 11
Cover Image
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Cover Image
Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
Cover Image
The devil in the style : mutual fund style drift, performance and common risk factors
Sha, Yezhou - In: Economic modelling 86 (2020), pp. 264-273
Persistent link: https://www.econbiz.de/10012415770
Cover Image
Combining the minimum-variance and equally-weighted portfolios : can portfolio performance be improved?
Jiang, Chonghui; Du, Jiangze; An, Yunbi - In: Economic modelling 80 (2019), pp. 260-274
Persistent link: https://www.econbiz.de/10012200533
Cover Image
Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
Cover Image
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola; Hammoudeh, Shawkat; Nguyen, … - In: Applied economics 49 (2017) 25, pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Cover Image
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
Cover Image
Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker - In: Applied economics 48 (2016) 46/48, pp. 4635-4654
Persistent link: https://www.econbiz.de/10011640721
Cover Image
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola; Al-Yahyaee, Khamis Hamed; … - In: Applied economics 51 (2019) 44, pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Cover Image
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698