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Finance research letters
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ECONIS (ZBW)
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1
Beyond risk parity : a machine learning-based hierarchical risk parity approach on cryptocurrencies
Burggraf, Tobias
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012490565
Saved in:
2
Dynamic graph reinforcement learning algorithm for portfolio management : a novel time-frequency correlated model
Ma, Cong
;
Nan, Shijing
- In:
Finance research letters
63
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531565
Saved in:
3
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014513636
Saved in:
4
The role of Bitcoin on developed and emerging markets : on the basis of a Bitcoin users graph analysis
Mizerka, Jacek
;
Stróżyńska-Szajek, Agnieszka
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012439015
Saved in:
5
Graph-based multi-factor asset pricing model
Son, Bumho
;
Lee, Jaewook
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494727
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6
Enhancing financial fraud detection with hierarchical graph attention networks : a study on integrating local and extensive structural information
Shi, Feifen
;
Zhao, Chuanjun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014631114
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7
Predicting stock price crash risk in China : a modified graph WaveNet model
Jing, Zhongbo
;
Li, Qin
;
Zhao, Hongyi
;
Zhao, Yang
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531799
Saved in:
8
Tail risk network of Chinese green-related stocks market
Ye, Wuyi
;
Hu, Chenglong
;
Guo, Ranran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062384
Saved in:
9
Risk-neutral investors do not acquire information
Muendler, Marc-Andreas
- In:
Finance research letters
5
(
2008
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
Saved in:
10
A simple nonparametric approach to low-dimension, shortfall-based portfolio selection
Haley, M. Ryan
- In:
Finance research letters
5
(
2008
)
3
,
pp. 183-190
Persistent link: https://www.econbiz.de/10003769910
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