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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Objectivist misinterpretations of Bayesian nuances in portfolio theory and the models
Phillips, Herbert E. - In: International review of financial analysis 2 (1993) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10001162880
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The investment decisions of individuals and firms
Chamberlain, Trevor W. - In: International review of financial analysis 5 (1996) 2, pp. 87-97
Persistent link: https://www.econbiz.de/10001227043
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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima - In: Finance research letters 24 (2018), pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit; Patel, Pratish - In: Finance research letters 24 (2018), pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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Global versus local beta models : a partitioned distribution approach
Bramante, Riccardo; Zappa, Diego - In: International review of financial analysis 43 (2016), pp. 41-47
Persistent link: https://www.econbiz.de/10011623701