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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Multiperiod dynamic investment for a generalized situation
Huang, Hung-hsi; Jou, David G. - In: Applied financial economics 19 (2009) 19/21, pp. 1761-1766
This study aims to demonstrate the optimal multiperiod dynamic asset allocation for a generalized situation and enable the investor to maximize his expected terminal wealth utility. Previous researches solved this problem constrained by the investor's utility function, the asset return...
Persistent link: https://www.econbiz.de/10003904324
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Long-term investors and valuation-based asset allocation
Pfau, Wade D. - In: Applied financial economics 22 (2012) 16/18, pp. 1343-1353
Persistent link: https://www.econbiz.de/10009625371
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Do socially responsible investment indexes outperform conventional indexes?
Managi, Shunsuke; Okimoto, Tatsuyoshi; Matsuda, Akimi - In: Applied financial economics 22 (2012) 16/18, pp. 1511-1527
Persistent link: https://www.econbiz.de/10009625856
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Should gold be included in institutional investment portfolios?
Emmrich, Ole; McGroarty, Francis - In: Applied financial economics 23 (2013) 19/21, pp. 1553-1565
Persistent link: https://www.econbiz.de/10010259354
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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Oil prices and the greenback : it takes two to tango
Razgallah, Brahim; Smimou, Kamal - In: Applied financial economics 21 (2011) 7/9, pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
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A time dynamic pair copula construction : with financial applications
Vesper, Andrew - In: Applied financial economics 22 (2012) 19/21, pp. 1697-1711
Persistent link: https://www.econbiz.de/10009715935
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The long-run gains from international equity diversification : Australian evidence from cointegration tests
Allen, David E. - In: Applied financial economics 5 (1995) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10001177192
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Exchange rate and stock price interactions in emerging financial markets : evidence on India, Korea, Pakistan and the Philippines
Abdalla, Issam S. A. - In: Applied financial economics 7 (1997) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10001219245