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Shortfall minimization and the Naive (1/N) portfolio : an out-of-sample comparison
Haley, M. Ryan - In: Applied economics letters 23 (2016) 13/15, pp. 926-929
Persistent link: https://www.econbiz.de/10011629219
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Managed portfolio performance and transaction costs
Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 272-280
Persistent link: https://www.econbiz.de/10010506781
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The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young; Fard, Amirhossein - In: Applied economics letters 31 (2024) 13, pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
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Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua; Hu, Yonghong - In: Applied economics letters 30 (2023) 17, pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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Asymmetric ambiguity spillover among international equity markets
Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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Inflation targeting on unemployment rates : a quantile treatment effect approach
Huang, Ho-chuan; Yeh, Chih-chuan - In: Applied economics letters 21 (2014) 7/9, pp. 453-458
Persistent link: https://www.econbiz.de/10010414357
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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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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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Do short sellers outperform the market?
Cohen, Gil - In: Applied economics letters 17 (2010) 13/15, pp. 1319-1322
Persistent link: https://www.econbiz.de/10008938301
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The persistence of memory of Marilyn : the diversification potential of individual artists
Lee, Boram; Veld- Merkoulova, Yulia - In: Applied economics letters 18 (2011) 10/12, pp. 1049-1052
Persistent link: https://www.econbiz.de/10009317590