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Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo; Shin, Dong-wan - In: Applied economics letters 26 (2019) 8, pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
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Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina; Yau, Jot - In: Applied economics letters 30 (2023) 12, pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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The Shapley decomposition for portfolio risk
Mussard, Stéphane; Terraza, Virginie - In: Applied economics letters 15 (2008) 7/9, pp. 713-715
Persistent link: https://www.econbiz.de/10003741652
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Evaluating state tax revenue variability : a portfolio approach
Garrett, Thomas Andrew - In: Applied economics letters 16 (2009) 1/3, pp. 243-246
Persistent link: https://www.econbiz.de/10003822970
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Analysing the c-minus-age strategy for life-cycle investing
Lai, Christine W.; Lai, Tsung-chyan - In: Applied economics letters 16 (2009) 7/9, pp. 711-718
Persistent link: https://www.econbiz.de/10003854785
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Black swans, market timing and the Dow
Estrada, Javier - In: Applied economics letters 16 (2009) 10/12, pp. 1117-1121
Persistent link: https://www.econbiz.de/10003886655
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Feasibility of riskless hedged portfolios in imperfect markets
Hsu, Hsinan; Wang, Yaw-Bin - In: Applied economics letters 16 (2009) 10/12, pp. 1149-1153
Persistent link: https://www.econbiz.de/10003886674
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International equity diversification between Japan and its major trading partners
Chang, Tsangyao; Mo, Chien-Wen; Liu, Wen-Chi - In: Applied economics letters 16 (2009) 13/15, pp. 1433-1437
Persistent link: https://www.econbiz.de/10003894318
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To what extent is resampling useful in portfolio management?
Delcourt, François; Petitjean, Mikael - In: Applied economics letters 18 (2011) 1/3, pp. 239-244
Persistent link: https://www.econbiz.de/10009230089