Similar Search Results

Optimal market indices using value-at-risk : a first empirical approach for three stock markets

Andreu Sugranyes, Jordi; Torra, Salvador - In: Applied financial economics 19 (2009) 13/15, pp. 1163-1170

Since Fama's Efficient Market Hypothesis (EMH), numerous authors have argued that it is impossible to constantly beat the market. The best an investor can do is buy and hold 'the market' through a market index. Taking into account the important role of market indices as benchmarks against which...

Persistent link: https://www.econbiz.de/10003886015

Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Pérez Rodríguez, Jorge V.; Torra, Salvador; Andrada … - In: Applied financial economics 15 (2005) 14, pp. 963-975

Persistent link: https://www.econbiz.de/10003177465

Optimal market indices using value-at-risk: a first empirical approach for three stock markets

Andreu, Jordi; Torra, Salvador - In: Applied financial economics 19 (2009) 14, pp. 1163-1170

Persistent link: https://www.econbiz.de/10008267426

Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Pérez-Rodríguez, Jorge V.; Torra, Salvador; … - In: Applied financial economics 15 (2005) 14, pp. 963-976

Persistent link: https://www.econbiz.de/10007778817

Optimal market indices using value-at-risk: a first empirical approach for three stock markets

Andreu, Jordi; Torra, Salvador - In: Applied financial economics 19 (2009) 13-15, pp. 1163-1170

Persistent link: https://www.econbiz.de/10008284585