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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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The proper use of risk measures in portfolio theory
Ortobelli, Sergio; Račev, Svetlozar T.; Stoyanov, Stoyan; … - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
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Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang; Weerasinghe, Ananda - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
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Portfolio selection subject to experts' judgments
Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: International review of financial analysis 17 (2008) 5, pp. 1036-1054
Persistent link: https://www.econbiz.de/10003792391
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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How to quantify the influence of correlations on investment diversification
Medo, Matúš; Yeung, Chi ho; Zhang, Yi-cheng - In: International review of financial analysis 18 (2009) 1/2, pp. 34-39
Persistent link: https://www.econbiz.de/10003850302
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On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
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Kernel-based semi-log-optimal empirical portfolio selection strategies
Gyöfri, László; Urbán, András; Vajda, István - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 505-516
Persistent link: https://www.econbiz.de/10003463461