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ECONIS (ZBW)
6,072
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1
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
-
2014
Persistent link: https://www.econbiz.de/10010380069
Saved in:
2
Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas
;
Afawubo, Komiwi
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
Saved in:
3
Tax-exempt investors and the asset allocation puzzle
Mintz, Jack M.
;
Smart, Michael
- In:
Journal of public economics
83
(
2002
)
2
,
pp. 195-215
Persistent link: https://www.econbiz.de/10001658461
Saved in:
4
Optimal algorithms and lower partial moment : ex post results
Nawrocki, David N.
- In:
Applied economics
23
(
1991
)
3
,
pp. 465-470
Persistent link: https://www.econbiz.de/10001126378
Saved in:
5
Investment in cryptocurrencies : lessons for asset pricing and portfolio
theory
Dempsey, Michael
;
Huy Pham
;
Ramiah, Vikash
- In:
Applied economics
54
(
2022
)
10
,
pp. 1137-1144
Persistent link: https://www.econbiz.de/10012875129
Saved in:
6
Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe
;
Martin, Franck
- In:
Applied economics
51
(
2019
)
22
,
pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
Saved in:
7
Optimal pairs trading strategies in a cointegration framework
Huang, Zhe
;
Martin, Franck
-
2017
Persistent link: https://www.econbiz.de/10011713000
Saved in:
8
Factor investing : a unified view
Kim, Saejoon
- In:
Applied economics
55
(
2023
)
14
,
pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
Saved in:
9
Multiple dimensions of cyclicality in investing
Palanichamy, Thillaikkoothan
;
Kayal, Parthajit
-
2022
Persistent link: https://www.econbiz.de/10014226510
Saved in:
10
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros
;
Zapranis, Achilleas
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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