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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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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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"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan; McGee, M. Kevin - In: Journal of empirical finance 18 (2011) 2, pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
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A note on the returns from minimum variance investing
Scherer, Bernd - In: Journal of empirical finance 18 (2011) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
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Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo; Missong, Martin - In: International review of financial analysis 33 (2014), pp. 33-38
Persistent link: https://www.econbiz.de/10010520086