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GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016
Persistent link: https://www.econbiz.de/10011432790
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Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432732
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Informatics, data mining, econometrics and financial economics : a connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2015
Persistent link: https://www.econbiz.de/10011432740
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Management science, economics and finance : a connection
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016
Persistent link: https://www.econbiz.de/10011541142
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Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization
Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing Keung - 2016
Persistent link: https://www.econbiz.de/10011477196
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A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2018
Persistent link: https://www.econbiz.de/10011868783
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Simple market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011863543
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Market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018 - Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
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Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018
Persistent link: https://www.econbiz.de/10011920543