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Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Amar, Amine Ben; Bouattour, Mondher; Bellalah, Makram; … - In: Finance research letters 55 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014473049
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How functional and geographic diversification affect bank profitability during the crisis
Brighi, Paola; Venturelli, Valeria - In: Finance research letters 16 (2016), pp. 1-10
Persistent link: https://www.econbiz.de/10011655061
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Covid-19 : corporate diversification and post-crash returns
Tokbolat, Yerzhan; Le, Hang - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013342810
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Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos; Spies, Ben; Zagst, Rudi - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
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Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin; Wong, Hoi Ying - In: Finance research letters 29 (2019), pp. 184-192
Persistent link: https://www.econbiz.de/10012418589
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Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model
Zhu, Huainian; Cao, Ming; Zhang, Chengke - In: Finance research letters 30 (2019), pp. 280-291
Persistent link: https://www.econbiz.de/10012420819
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Inflation and portfolio selection
Vukovic, Darko B.; Maiti, Moinak; Frömmel, Michael - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014233958
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Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.; Støve, Bård; Otneim, Håkon; … - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
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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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Diversification discount over the long run : new perspectives
Mazur, Mieszko; Zhang, Shage - In: Finance research letters 15 (2015), pp. 93-98
Persistent link: https://www.econbiz.de/10011552980