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Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694
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Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market : implications for individual investors' diversification strategies
Mei, Ganghua; McNown, Robert F. - In: Applied economics 51 (2019) 43, pp. 4742-4756
Persistent link: https://www.econbiz.de/10012197067
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Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Applied economics 51 (2019) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
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Cross-sectional and time-series momentum returns and market dynamics : evidence from Japan
Cheema, Muhammad A.; Nartea, Gilbert V.; Szulczyk, … - In: Applied economics 50 (2018) 23, pp. 2600-2612
Persistent link: https://www.econbiz.de/10011850297
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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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Time diversification under loss aversion : a bootstrap analysis
Fong, Wai-mun - In: Applied economics 45 (2013) 4/6, pp. 605-610
Persistent link: https://www.econbiz.de/10009715025
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Modelling the interactions across international stock, bond and foreign exchange markets
Hakim, Abdul; McAleer, Michael - In: Applied economics 42 (2010) 7/9, pp. 825-850
Persistent link: https://www.econbiz.de/10003991754
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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
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Grading the performance of market indicators with utility benchmarks selected from Footsie : a 2000 case study
Ballestero, Enrique; Pla-Santamaria, David - In: Applied economics 37 (2005) 18, pp. 2147-2160
Persistent link: https://www.econbiz.de/10003180543
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Time-series residual momentum strategies
Kim, Saejoon - In: Applied economics 54 (2022) 5, pp. 580-594
Persistent link: https://www.econbiz.de/10012874231