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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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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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Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Journal of banking & finance 33 (2009) 9, pp. 1688-1899
Persistent link: https://www.econbiz.de/10003872868
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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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Sales order backlogs and momentum profits
Gu, Li; Huang, Dayong - In: Journal of banking & finance 34 (2010) 7, pp. 1564-1575
Persistent link: https://www.econbiz.de/10008649457
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A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan; Wu, Yyh-lin; Lai, Yi-hao - In: Journal of banking & finance 37 (2013) 5, pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
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Forecasting the size premium over different time horizons
Zakamulin, Valeriy - In: Journal of banking & finance 37 (2013) 3, pp. 1061-1072
Persistent link: https://www.econbiz.de/10009708710
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Stock return volatility, operating performance and stock returns : international evidence on drivers of the "low volatility" anomaly
Dutt, Tanuj; Humphrey-Jenner, Mark - In: Journal of banking & finance 37 (2013) 3, pp. 999-1017
Persistent link: https://www.econbiz.de/10009708722
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Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893