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Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework
Pantelous, Athanasios A. - In: Economic modelling 25 (2008) 4, pp. 658-675
Persistent link: https://www.econbiz.de/10003791242
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The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market
Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278
Persistent link: https://www.econbiz.de/10010471904
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Further higher moments in portfolio selection and a priori detection of bankruptcy, under multi-layer perceptron neural networks, hybrid neuro-genetic MLPs, and the voted perceptro...
Loukeris, Nikolaos; Eleftheriadis, Iordanis - In: International journal of finance & economics : IJFE 20 (2015) 4, pp. 341-361
Persistent link: https://www.econbiz.de/10011495563
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Time-varying correlations and optimal allocation in emerging market equities for the US investors
Cha, Heung-Joo; Jithendranathan, Thadavillil - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 172-187
Persistent link: https://www.econbiz.de/10003824847
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International value versus growth : evidence from stochastic dominance analysis
Abhyankar, Abhay; Ho, Keng-Yu; Zhao, Huainan - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 222-232
Persistent link: https://www.econbiz.de/10003901041
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Investment under event risk in China stock market : a theoretical analysis
Cai, Mingchao; Wang, Yongxiang; Wu, Weixing - In: Economic modelling 24 (2007) 4, pp. 673-682
Persistent link: https://www.econbiz.de/10003457110
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On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alex - In: Economic modelling 27 (2010) 3, pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
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A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Economic modelling 23 (2006) 6, pp. 993-1007
Persistent link: https://www.econbiz.de/10003387615
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Investment choices : indivisible non-marketable assets and suboptimal solutions
Pattitoni, Pierpaolo; Savioli, Marco - In: Economic modelling 28 (2011) 6, pp. 2387-2394
Persistent link: https://www.econbiz.de/10009504005
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Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio; Paladino, Giovanna - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 73-88
Persistent link: https://www.econbiz.de/10009507849