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~isPartOf:"Applied economics"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"Volatilität"
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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6
Exchange-rate volatility and trade : a semiparametric approach
Mukherjee, Debasri
;
Pozo, Susan
- In:
Applied economics
43
(
2011
)
13/15
,
pp. 1617-1627
Persistent link: https://www.econbiz.de/10009239338
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7
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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8
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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9
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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10
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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