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A closed-form mean-variance-skewness portfolio strategy
Zhen, Fang; Chen, Jingnan - In: Finance research letters 47 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013553596
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Cross-sectional anomalies and volatility risk in different economic and market cycles
Peltomäki, Jarkko; Äijö, Janne - In: Finance research letters 12 (2015), pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
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Bitcoin and liquidity risk diversification
Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
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Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820088
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Merton's portfolio problem under Volterra Heston model
Han, Bingyan; Wong, Hoi Ying - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
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Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Silahli, Baykar; Dingec, Kemal Dincer; Cifter, Atilla; … - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485378
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Risk transmission between natural gas market and stock markets : portfolio and hedging strategy analysis
Lin, Ling; Zhou, Zhongbao; Liu, Qing; Jiang, Yong - In: Finance research letters 29 (2019), pp. 245-254
Persistent link: https://www.econbiz.de/10012419082
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A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; … - In: Finance research letters 16 (2016), pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
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What drives gold demand in central bank's foreign exchange reserve portfolio?
Ghosh, Amit - In: Finance research letters 17 (2016), pp. 146-150
Persistent link: https://www.econbiz.de/10011596266
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Bias and misrepresentation revisited : perspective on major equity indices
Kaiser, Lars; Fleisch, Michael; Salcher, Lukas - In: Finance research letters 26 (2018), pp. 223-229
Persistent link: https://www.econbiz.de/10012005681