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Investment performance of shorted leveraged ETF pairs
Jiang, Xinxin; Peterburgsky, Stanley - In: Applied economics 49 (2017) 44, pp. 4410-4427
Persistent link: https://www.econbiz.de/10011843297
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The 2007 - 2009 financial crisis : changing market dynamics and the impact of credit supply and aggregate demand sensitivity
Grammatikos, Theoharry; Vermeulen, Robert - In: Applied economics 46 (2014) 7/9, pp. 895-911
Persistent link: https://www.econbiz.de/10010398846
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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
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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
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A customized LPM risk measure for portfolio analysis
Nawrocki, David N. - In: Applied economics 21 (1989) 2, pp. 205-218
Persistent link: https://www.econbiz.de/10001070535
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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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Inferring risk preferences from a two-asset market
Meyer, Donald J. - In: Applied economics 23 (1991) 1, pp. 65-71
Persistent link: https://www.econbiz.de/10001104411
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The substitutability of real capital and financial assets
McGibany, James M. - In: Applied economics 20 (1988) 11, pp. 1445-1451
Persistent link: https://www.econbiz.de/10001057316
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A note on risk reduction under Markowitz's portfolio theory
Etebari, Ahmad; Tourani Rad, Alireza - In: Research in international business and finance 12 (1995), pp. 327-335
Persistent link: https://www.econbiz.de/10001195605
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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