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The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market

Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278

Persistent link: https://www.econbiz.de/10010471904

Do stop-loss rules add value in international equity market allocation?

Dai, Bochuan; Marshall, Ben R.; Nguyen, Nhut; … - In: Applied economics 54 (2022) 14, pp. 1584-1597

Persistent link: https://www.econbiz.de/10012875527

Time-varying correlations and optimal allocation in emerging market equities for the US investors

Cha, Heung-Joo; Jithendranathan, Thadavillil - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 172-187

Persistent link: https://www.econbiz.de/10003824847

Asset allocation and location over the life cycle with investment-linked survival-contingent payouts

Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899

Persistent link: https://www.econbiz.de/10003872868

International value versus growth : evidence from stochastic dominance analysis

Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232

Persistent link: https://www.econbiz.de/10003901041

Risk aversion, order strategy and price formation

Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640

This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...

Persistent link: https://www.econbiz.de/10003952148