Narrow search
Showing 1 - 10 of 72
Cover Image
Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Cover Image
A bootstrap test for predictability of asset returns
Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Cover Image
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth; Chen, Fang - In: Finance research letters 25 (2018), pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Cover Image
On the uncertainty of art market returns
Charlin, Ventura; Cifuentes, Arturo - In: Finance research letters 21 (2017), pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
Cover Image
Determining risk model confidence sets
Cummins, Mark; Dowling, Michael; Esposito, Francesco - In: Finance research letters 22 (2017), pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
Cover Image
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Cover Image
Averaging financial ratios
Curto, José Dias; Serrasqueiro, Pedro - In: Finance research letters 48 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013464303
Cover Image
Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Cover Image
Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
Cover Image
Detecting structural changes using wavelets
Yazgan, Mustafa Ege; Özkan, Harun - In: Finance research letters 12 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011551751