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Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278

Persistent link: https://www.econbiz.de/10010471904

The cost of downside protection and the time diversification issue in South Asian stock markets

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Institutional flows and equity style diversification

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Time-varying correlations and optimal allocation in emerging market equities for the US investors

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A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017

Asset allocation and location over the life cycle with investment-linked survival-contingent payouts

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Persistent link: https://www.econbiz.de/10003872868

International value versus growth : evidence from stochastic dominance analysis

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Persistent link: https://www.econbiz.de/10003901041

The disappearance of style in the US equity market

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Sales order backlogs and momentum profits

Gu, Li; Huang, Dayong - In: Journal of banking & finance 34 (2010) 7, pp. 1564-1575

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Returns to trading portfolios of FTSE 100 index options

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