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Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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Do investors like to diversify? : a study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-193
Persistent link: https://www.econbiz.de/10009313984
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World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed; Lahiani, Amine; Nguyen, Duc Khuong - In: Economic modelling 44 (2015), pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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The long-run diversification benefits available from investing across geographical regions and property type : evidence from cointegration tests
Tarbert, Heather - In: Economic modelling 15 (1998) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001247849
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Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui; Du, Jiangze; An, Yunbi; Zhang, Jinqing - In: Economic modelling 96 (2021), pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
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Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin
Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224
Persistent link: https://www.econbiz.de/10012416442
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Portfolio diversification benefits of Islamic investors with their major trading partners : evidence from Malaysia based on MGARCH-DCC and wavelet approaches
Rahim, Adam Mohamed; Masih, Mansur - In: Economic modelling 54 (2016), pp. 425-438
Persistent link: https://www.econbiz.de/10011642223