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Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds
Blake, David - In: Applied financial economics 1 (1991) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10001114497
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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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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
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Momentum returns and size of winner and loser portfolios
Siganos, Antonios - In: Applied financial economics 17 (2007) 7/9, pp. 701-708
Persistent link: https://www.econbiz.de/10003491221
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The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence
Li, Guangjie - In: Applied financial economics 21 (2011) 10/12, pp. 771-787
Persistent link: https://www.econbiz.de/10009231591
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Serial correlation in the returns of UK capitalization based portfolios
Chelley-Steeley, Patricia L. - In: Applied financial economics 14 (2004) 13, pp. 975-979
Persistent link: https://www.econbiz.de/10002195494
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds
Blake, David - In: Applied financial economics 1 (1991) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10001114492
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Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
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Lower partial moment hedge ratios
Eftekhari, Babak - In: Applied financial economics 8 (1998) 6, pp. 645-652
Persistent link: https://www.econbiz.de/10001253255