Narrow search
Showing 1 - 10 of 70
Cover Image
Disentangling rebalancing return
Hallerbach, Winfried G. - In: The journal of asset management 15 (2014) 5, pp. 301-316
Persistent link: https://www.econbiz.de/10010476237
Cover Image
Volatility states and international diversification of international stock markets
Li, Ming-yuan Leon - In: Applied economics 39 (2007) 13/15, pp. 1867-1876
Persistent link: https://www.econbiz.de/10003535218
Cover Image
Hedging and diversification across commodity assets
Abid, Ilyes; Dhaoui, Abderrazak; Goutte, Stéphane; … - In: Applied economics 52 (2020) 23, pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Cover Image
The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello - In: The journal of asset management 17 (2016) 3, pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
Cover Image
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Cover Image
Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil; Kelly, Stephen; Miller, Robert; Moser, … - In: The journal of asset management 18 (2017) 4, pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
Cover Image
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
Cover Image
Economic benefits of using realized covariance forecasts in risk-based portfolios
Sharma, Prateek; Vipul - In: Applied economics 48 (2016) 4/6, pp. 502-516
Persistent link: https://www.econbiz.de/10011412934
Cover Image
Russian-doll risk models
Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185
Persistent link: https://www.econbiz.de/10011413287
Cover Image
Investment strategies and macroeconomic news announcement days
Stotz, Olaf - In: The journal of asset management 17 (2016) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011485134