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ECONIS (ZBW)
1,764
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1
Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas
;
Afawubo, Komiwi
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
Saved in:
2
Optimal algorithms and lower partial moment : ex post results
Nawrocki, David N.
- In:
Applied economics
23
(
1991
)
3
,
pp. 465-470
Persistent link: https://www.econbiz.de/10001126378
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3
Investment in cryptocurrencies : lessons for asset pricing and portfolio
theory
Dempsey, Michael
;
Huy Pham
;
Ramiah, Vikash
- In:
Applied economics
54
(
2022
)
10
,
pp. 1137-1144
Persistent link: https://www.econbiz.de/10012875129
Saved in:
4
Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe
;
Martin, Franck
- In:
Applied economics
51
(
2019
)
22
,
pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
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5
Factor investing : a unified view
Kim, Saejoon
- In:
Applied economics
55
(
2023
)
14
,
pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
Saved in:
6
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
Saved in:
7
Downside risk measures and equity returns in the NYSE
Chen, Dar-hsin
;
Chen, Chun-Da
;
Chen, Jianguo
- In:
Applied economics
41
(
2009
)
7/9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10003842299
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8
Water as an investment : liquid yet illiquid!
Jin, Yizheng
;
Li, Bin
;
Roca, Eduardo
;
Wong, Victor
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 731-745
Persistent link: https://www.econbiz.de/10011414008
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9
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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10
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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