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Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
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Momentum and crash sensitivity
Ruenzi, Stefan; Weigert, Florian - In: Economics letters 165 (2018), pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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Optimal financial investments for non-concave utility functions
Rieger, Marc Oliver - In: Economics letters 114 (2012) 3, pp. 239-240
Persistent link: https://www.econbiz.de/10009550809
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Is relative risk aversion constant? : a reintepretation of recent asset allocation findings at the micro level
Liu, Desu - In: Economics letters 117 (2012) 1, pp. 250-252
Persistent link: https://www.econbiz.de/10009697794
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Profitability and investment factors for UK asset pricing models
Nichol, Eoghan; Dowling, Michael - In: Economics letters 125 (2014) 3, pp. 364-366
Persistent link: https://www.econbiz.de/10010506019
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Combining investment advice and asset management
Hlobil, T. M.; Leuvensteijn, Michiel van - In: Economics letters 197 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012511066
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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
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Stock market participation and endogenous boom-bust dynamics
Schmitt, Noemi; Westerhoff, Frank H. - In: Economics letters 148 (2016), pp. 72-75
Persistent link: https://www.econbiz.de/10011619872
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Higher-order beliefs and risky asset holdings
Gorodnichenko, Yuriy; Yin, Xiao - 2024
Persistent link: https://www.econbiz.de/10014565092