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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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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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Multi-objective private wealth allocation without subportfolios
Cai, Jun; Ge, Chenliang - In: Economic modelling 29 (2012) 3, pp. 900-907
Persistent link: https://www.econbiz.de/10009545496
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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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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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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting; Zhang, Weiguo; Xu, Weijun - In: Economic modelling 31 (2013), pp. 12-17
Persistent link: https://www.econbiz.de/10009725814