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Portfolio Optimization in Corp...
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Fabozzi, Frank J.
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Hammoudeh, Shawkat
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Yoon, Seong-min
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ECONIS (ZBW)
361
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1
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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2
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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3
Does it really pay to do better? : Exploring the financial effects of changes in CSR ratings
Benlemlih, Mohammed
;
Jaballah, Jamil
;
Peillex, Jonathan
- In:
Applied economics
50
(
2018
)
51
,
pp. 5464-5482
Persistent link: https://www.econbiz.de/10012062245
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4
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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5
The accuracy of interest rate forecasts in the Asia-Pacific region : opportunities for portfolio management
Filiz, Ibrahim
;
Nahmer, Thomas
;
Spiwoks, Markus
;
Bizer, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6309-6332
Persistent link: https://www.econbiz.de/10012197343
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6
Dynamic strategies for fixed-income investment
Kung, James J.
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1341-1354
Persistent link: https://www.econbiz.de/10003742653
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7
Student-t distribution based VAR-MGARCH : an application of the DCC model on international portfolio risk management
Ku, Yuan-Hung Hsu
- In:
Applied economics
40
(
2008
)
13/15
,
pp. 1685-1697
Persistent link: https://www.econbiz.de/10003743366
Saved in:
8
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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9
Evaluation of investment portfolios : some tests of robustness and diversification
Sengupta, Jati K.
- In:
Applied economics
19
(
1987
)
2
,
pp. 179-189
Persistent link: https://www.econbiz.de/10001047467
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10
Systems testing of wealth-aggregation restrictions in an integrated model of expenditure and asset behaviour
Owen, Dorian
- In:
Applied economics
17
(
1985
)
6
,
pp. 1099-1115
Persistent link: https://www.econbiz.de/10001047687
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