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Model reference adaptive expectations in Markov-switching economies
Carravetta, Francesco; Sorge, Marco M. - In: Economic modelling 32 (2013), pp. 551-559
Persistent link: https://www.econbiz.de/10009762031
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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
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Leverage versus volatility : evidence from the capital structure of European firms
Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Economic modelling 62 (2017), pp. 145-160
Persistent link: https://www.econbiz.de/10011813362
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The macroeconomic drivers in hedge fund beta management
Lambert, Marie; Platania, Federico - In: Economic modelling 91 (2020), pp. 65-80
Persistent link: https://www.econbiz.de/10012429017
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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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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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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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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
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Time-consistent mean-variance portfolio selection with only risky assets
Pun, Chi Seng - In: Economic modelling 75 (2018), pp. 281-292
Persistent link: https://www.econbiz.de/10012101523
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265