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~isPartOf:"Finance research letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Börsenkurs"
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Portfolio Optimization in Corp...
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ARCH model
Börsenkurs
Portfolio selection
681
Portfolio-Management
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Theory
225
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Hammoudeh, Shawkat
3
Bouteska, Ahmed
2
Božović, Miloš
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Drakos, Anastassios A.
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Echaust, Krzysztof
2
Eom, Cheoljun
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Finance research letters
International journal of finance & economics : IJFE
Research in international business and finance
Journal of banking & finance
71
International review of financial analysis
53
Journal of empirical finance
37
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of financial economics
34
NBER working paper series
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
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Applied financial economics
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Economic modelling
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Financial markets and portfolio management
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The European journal of finance
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Journal of econometrics
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The review of financial studies
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Swiss Finance Institute Research Paper
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Discussion papers / CEPR
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Working papers
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
111
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1
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
Saved in:
2
Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck
- In:
Finance research letters
6
(
2009
)
3
,
pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
Saved in:
3
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
Saved in:
4
Value or volume strategy?
Li, Ming-yuan Leon
- In:
Finance research letters
6
(
2009
)
4
,
pp. 210-218
Persistent link: https://www.econbiz.de/10003934164
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5
Equity duration and convexity when firms can fail or stagnate
Shaffer, Sherrill
- In:
Finance research letters
4
(
2007
)
4
,
pp. 233-241
Persistent link: https://www.econbiz.de/10003702509
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6
Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
Saved in:
7
New evidence on determinants of price momentum in the Japanese stock market
Teplova, Tamara V.
;
Mikova, Evgeniya
- In:
Research in international business and finance
34
(
2015
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011325752
Saved in:
8
Can advanced markets help diversify risks in frontier stock markets? : evidence from Gulf Arab stock markets
Demirer, Rıza
- In:
Research in international business and finance
29
(
2013
),
pp. 77-98
Persistent link: https://www.econbiz.de/10009759908
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9
Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen
;
Yu, Hsin-Yi
;
Huang, Hsu-Huei
- In:
Finance research letters
13
(
2015
),
pp. 90-96
Persistent link: https://www.econbiz.de/10011552412
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10
Does individual-stock skewness/coskewness reflect portfolio risk?
Kim, Thomas
- In:
Finance research letters
15
(
2015
),
pp. 167-174
Persistent link: https://www.econbiz.de/10011553095
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