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~isPartOf:"Economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
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BIS working papers
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ECONIS (ZBW)
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1
Diversification and bank stability
Liang, Shuo
;
Moreira, Fernando
;
Lee, Joosung
- In:
Economics letters
193
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012509107
Saved in:
2
A note on risky bond valuation
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
Saved in:
3
Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun
;
Law, Keith K. F.
- In:
Economics letters
202
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
Saved in:
4
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
5
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
6
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
7
Cryptocurrency systematic risk dynamics
Bao Doan
;
Jayasuriya, Dulani
;
Lee, John B.
;
Reeves, …
- In:
Economics letters
241
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015077948
Saved in:
8
The conglomerate discount : a new explanation based on credit risk
Ammann, Manuel
;
Verhofen, Michael
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1201-1214
Persistent link: https://www.econbiz.de/10003397165
Saved in:
9
A framework assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003847632
Saved in:
10
Bail-in in action
Marqués Ibáñez, David
;
Santilli, Gianluca
; …
- In:
Economics letters
241
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015077685
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