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Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang; Zeng, Yan; Chen, Shumin - In: Economic modelling 30 (2013), pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang; Xu, Si; An, Yunbi; Yang, Jun - In: Economic modelling 107 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
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Modeling hedge fund exposure to risk factors
Jawadi, Fredj; Khanniche, Sabrina - In: Economic modelling 29 (2012) 4, pp. 1003-1018
Persistent link: https://www.econbiz.de/10009667457
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Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang; Li, Zhongfei; Chen, Shumin - In: Economic modelling 36 (2014), pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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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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Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi; Jawadi, Fredj; Jawadi, Nabila; … - In: Economic modelling 88 (2020), pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
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Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Jawadi, Fredj; Ftiti, Zied; Hdia, Mouna - In: Economic modelling 64 (2017), pp. 567-588
Persistent link: https://www.econbiz.de/10011761313
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698