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The relation between fees and return predictability in the mutual fund industry
Vidal, Marta; Vidal-García, Javier; Hooi Hooi Lean; … - In: Economic modelling 47 (2015), pp. 260-270
Persistent link: https://www.econbiz.de/10011439117
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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The short-term persistence of international mutual fund performance
Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Economic modelling 52 (2016), pp. 926-938
Persistent link: https://www.econbiz.de/10011643109
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Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
Zhou, Jian; Nicholson, Joseph R. - In: Economic modelling 45 (2015), pp. 14-21
Persistent link: https://www.econbiz.de/10011334187
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Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk; Balli, Hatice Ozer; Luu, Mong Ngoc - In: Economic modelling 41 (2014), pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
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Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction
Te, Bao; Diks, Cees G. H.; Li, Hao - In: Economic modelling 68 (2018), pp. 611-621
Persistent link: https://www.econbiz.de/10011936164
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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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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779