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Rhineland exit?
Bovenberg, Ary Lans; Teulings, Coen N. - 2007
Persistent link: https://www.econbiz.de/10003645109
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Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications
Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177
Persistent link: https://www.econbiz.de/10003765315
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.; Goldberg, Lawrence G.; Hanweck, Gerald … - In: Journal of banking & finance 30 (2006) 4, pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
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A further loot at household portfolio choice and health status
Berkowitz, Michael Keith; Qiu, Jiaping - In: Journal of banking & finance 30 (2006) 4, pp. 1201-1217
Persistent link: https://www.econbiz.de/10003310256
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Liquidity shocks, size and the relative performance of hedge fund strategies/ Bill Ding; Hany A. Shawky; Jianbo Tian
Ding, Bill; Shawky, Hany A.; Tian, Jianbo - In: Journal of banking & finance 33 (2009) 5, pp. 883-891
Persistent link: https://www.econbiz.de/10003836443
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Portfolio selection subject to experts' judgments
Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: International review of financial analysis 17 (2008) 5, pp. 1036-1054
Persistent link: https://www.econbiz.de/10003792391
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003861024
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How to quantify the influence of correlations on investment diversification
Medo, Matúš; Yeung, Chi ho; Zhang, Yi-cheng - In: International review of financial analysis 18 (2009) 1/2, pp. 34-39
Persistent link: https://www.econbiz.de/10003850302