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Diversification potential of ADRs, country funds and underlying stocks across economic conditions
Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219
Persistent link: https://www.econbiz.de/10009719007
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Optimal diversification across mutual funds
Moreno, David; Rodríguez, Rosa - In: Applied financial economics 23 (2013) 1/3, pp. 119-122
Persistent link: https://www.econbiz.de/10009719022
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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European mutual funds and portfolio's country exposure : does active management add value?
Rodríguez, Javier - In: Applied financial economics 18 (2008) 7/9, pp. 683-689
Persistent link: https://www.econbiz.de/10003739321
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Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management
Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331
Persistent link: https://www.econbiz.de/10003779485
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Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729
Persistent link: https://www.econbiz.de/10002111044
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Evaluating the style-based risk model for equity mutual funds investing in Europe
Papadamou, Stephanos; Stephanides, George - In: Applied financial economics 14 (2004) 10, pp. 751-760
Persistent link: https://www.econbiz.de/10002111066
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Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
eliminated through diversification. Using Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH …
Persistent link: https://www.econbiz.de/10003886161
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864