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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
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Interrelationships among international stock market indices : Europe, Asia and the Americas
Sharkasi, Adel; Ruskin, Heather J.; Crane, Martin - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 603-622
Persistent link: https://www.econbiz.de/10003058630
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The dynamic relationship between stock prices and exchange rates : evidence for Brazil
Tabak, Benjamin Miranda - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1377-1396
Persistent link: https://www.econbiz.de/10003397197
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All for one ... one for all? : A principal component analysis of Latin American Brady bond debt from 1994 to 2000
Scherer, Kevin Paul; Avellaneda, Marco - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 79-106
Persistent link: https://www.econbiz.de/10001657407
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A generalization of principal component analysis for non-observable term structures in emerging markets
Almeida, Caio; Duarte Júnior, Antonio Marcos; … - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 885-903
Persistent link: https://www.econbiz.de/10001862220
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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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An analysis of Asian market integration pre- and post-crisis
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 483-501
Persistent link: https://www.econbiz.de/10003347380