Narrow search
Showing 1 - 10 of 213
Cover Image
Do mutual funds herd in industries
Celiker, Umut; Chowdhury, Jaideep; Sonaer, Gokhan - In: Journal of banking & finance 52 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
Cover Image
Equity fire sales and herding behavior in pension funds
Bastías, Jaime; Ruiz, Jose L. - In: Research in international business and finance 62 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014247871
Cover Image
Analysis of herding behavior in individual investor portfolios using machine learning algorithms
Mavruk, Taylan - In: Research in international business and finance 62 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014248597
Cover Image
Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Cover Image
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Cover Image
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre; Daniel, Kent; Sağlam, Mehmet - In: Journal of financial economics 136 (2020) 2, pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Cover Image
Quadratic variance swap models
Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Cover Image
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle; Santos, André A. P.; Ruiz, Esther - In: Journal of banking & finance 118 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Cover Image
The delegated portfolio management problem : reputation and herding
Villatoro, Félix - In: Journal of banking & finance 33 (2009) 11, pp. 2062-2069
Persistent link: https://www.econbiz.de/10003892216
Cover Image
Regulating asset price risk
Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011
There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics. The very feature that makes arbitrageurs liquidity providers in normal times, namely their...
Persistent link: https://www.econbiz.de/10009009577