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Beta, non-systematic risk and portfolio selection
Dowen, Richard J. - In: Applied economics 20 (1988) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001047162
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A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
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State-value weighted entropy as a measure of investment risk
Nawrocki, David N.; Harding, William H. - In: Applied economics 18 (1986) 4, pp. 411-419
Persistent link: https://www.econbiz.de/10003570705
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Fuzzy multi-criteria decision-making for evaluating mutual fund strategies
Wang, Shin-yun; Lee, Cheng F. - In: Applied economics 43 (2011) 22/24, pp. 3405-3414
Persistent link: https://www.econbiz.de/10009357365
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Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization
Chen, Hsin-hung; Tsai, Hsien-tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 19/21, pp. 2795-2801
Persistent link: https://www.econbiz.de/10009379590
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
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Delegated portfolio management and optimal allocation of portfolio managers
Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics 47 (2015) 19/21, pp. 2142-2153
Persistent link: https://www.econbiz.de/10010513333
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Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Applied economics 47 (2015) 19/21, pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130