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~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Faff, Robert W."
~person:"Nicodano, Giovanna"
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New evidence on sovereign to corporate credit rating spill-overs
Hill, Paula
;
Bissoondoyal-Bheenick, Emawtee
;
Faff, Robert W.
- In:
International review of financial analysis
55
(
2018
),
pp. 209-225
Persistent link: https://www.econbiz.de/10012006192
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2
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
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3
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
(
contributor
); …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003739548
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4
Investing for the long-run in European real estate
Fugazza, Carolina
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739799
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5
Managing international portfolios with small capitalization stocks
Guidolin, Massimo
(
contributor
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-
2007
Persistent link: https://www.econbiz.de/10003740661
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6
Time and risk diversification in real estate investments : assessing the ex post economic value
Fugazza, Carolina
;
Guidolin, Massimo
;
Nicodano, Giovanna
-
2009
Persistent link: https://www.econbiz.de/10003794703
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7
1/N and long run optimal portfolios : results for mixed asset menus
Fugazza, Carolina
;
Guidolin, Massimo
;
Nicodano, Giovanna
-
2010
Persistent link: https://www.econbiz.de/10003921738
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh
;
Faff, Robert W.
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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9
Life-cycle risk-taking with personal disaster risk
Bagliano, Fabio C.
;
Fugazza, Carolina
;
Nicodano, Giovanna
-
2021
Persistent link: https://www.econbiz.de/10012583768
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10
Diamonds vs. precious metals : what shines brightest in your investment portfolio?
Low, Rand Kwong Yew
;
Yao, Yiran
;
Faff, Robert W.
- In:
International review of financial analysis
43
(
2016
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011623679
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