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Time-inconsistent preferences, consumption, investment and life insurance decisions
Chen, Shou; Li, Guangbing - In: Applied economics letters 27 (2020) 5, pp. 392-399
Persistent link: https://www.econbiz.de/10012205497
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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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Delegated portfolio management and diversification
Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics letters 23 (2016) 4/6, pp. 255-258
Persistent link: https://www.econbiz.de/10011430436
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European ADRs : what a difference a decade makes
Schaub, Mark - In: Applied economics letters 21 (2014) 7/9, pp. 470-476
Persistent link: https://www.econbiz.de/10010414307
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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