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Finance research letters
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ECONIS (ZBW)
591
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1
Industry momentum and common factors
Du, Dingzhu
;
Craft Denning, Karen
- In:
Finance research letters
2
(
2005
)
3
,
pp. 107-124
Persistent link: https://www.econbiz.de/10003099262
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
Nguyen Thi Thu Ha
;
Naeem, Muhammad Abubakr
;
Balli, Faruk
; …
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819828
Saved in:
7
A better criterion for forced selling in
bond
markets : credit ratings versus credit spreads
Choi, Jae Yong
;
Yi, Junesuh
;
Yoon, Sun-Joong
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485057
Saved in:
8
The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari
;
Schäfer, Dorothea
;
Stephan, Andreas
; …
- In:
Finance research letters
27
(
2018
),
pp. 53-59
Persistent link: https://www.econbiz.de/10012006738
Saved in:
9
Picking up the pennies in front of the bulldozer : the profitability of gilt based trading strategies
Quinn, Barry
;
Hanna, Alan
;
MacDonald, Fred
- In:
Finance research letters
27
(
2018
),
pp. 214-222
Persistent link: https://www.econbiz.de/10012006864
Saved in:
10
The role of catastrophe bonds in an international multi-asset portfolio : diversifier, hedge, or safe haven?
Drobetz, Wolfgang
;
Schröder, Henning
;
Tegtmeier, Lars
- In:
Finance research letters
33
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430896
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