Narrow search
Showing 1 - 10 of 3,188
Cover Image
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
Cover Image
Estimating an optimal macroeconomic uncertainty index for Australia
Kaya, Havvanur Feyza; Tawadros, George B. - In: Applied economics 54 (2022) 38, pp. 4374-4383
Persistent link: https://www.econbiz.de/10013410971
Cover Image
Production risk in multi-output industries : estimates from Norwegian dairy farms
Tveteras, Ragnar; Flaten, Ola; Lien, Gudbrand - In: Applied economics 43 (2011) 28/30, pp. 4403-4414
Persistent link: https://www.econbiz.de/10009388129
Cover Image
The implications of economic uncertainty for bank loan portfolios
Mohapatra, Sanket; Purohit, Siddharth M. - In: Applied economics 53 (2021) 45, pp. 5242-5266
Persistent link: https://www.econbiz.de/10012609934
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
Asset pricing and downside risk in the Australian share market
Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
Cover Image
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang - In: Applied economics 43 (2011) 19/21, pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
Cover Image
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da; Salles, Arthur Valle; … - In: Applied economics 48 (2016) 49/51, pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Cover Image
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
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