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Global maximal Sharpe ratios for active portfolios
Van Vuuren, Gary; Lecq, Max van der - In: Applied economics letters 30 (2023) 15, pp. 2069-2073
Persistent link: https://www.econbiz.de/10014324875
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A note on performance measures for business failure prediction models
Ooghe, Hubert; Spaenjers, Christophe - In: Applied economics letters 17 (2010) 1/3, pp. 67-70
Persistent link: https://www.econbiz.de/10003946031
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Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee - In: Applied economics letters 25 (2018) 17, pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
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Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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A forecast comparison of volatility models using realized volatility : evidence from the Bitcoin market
Hattori, Takahiro - In: Applied economics letters 27 (2020) 7, pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
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Identifying periods of market inefficiency for return predictability
Mitra, Subrata Kumar; Chattopadhyay, Manojit; Charan, … - In: Applied economics letters 24 (2017) 10/12, pp. 668-671
Persistent link: https://www.econbiz.de/10011714120
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International stock return predictability : on the role of the United States in bad and good times
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 10/12, pp. 771-773
Persistent link: https://www.econbiz.de/10011714201