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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect
Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494
Persistent link: https://www.econbiz.de/10011958136
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Measuring portfolio performance using a modified measure of risk
Adcock, Chris - In: The journal of asset management 7 (2007) 6, pp. 389-403
Persistent link: https://www.econbiz.de/10003439378
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Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
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The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng; Ahluwalia, Harshdeep Singh; … - In: The journal of financial data science 3 (2021) 2, pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
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Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
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Building cross-sectional systematic strategies by learning to rank
Poh, Daniel; Lim, Bryan; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 2, pp. 70-86
Persistent link: https://www.econbiz.de/10012519246
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A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem; Mulvey, John M. - In: The journal of financial data science 3 (2021) 2, pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
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Style rotation revisited
Galakis, John; Vrontos, Ioannis; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 2, pp. 110-133
Persistent link: https://www.econbiz.de/10012519266
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Predictability and the cross section of expected returns : evidence from the European stock market
Drobetz, Wolfgang; Haller, Rebekka; Jasperneite, Christian - In: The journal of asset management 20 (2019) 7, pp. 508-533
Persistent link: https://www.econbiz.de/10012155318
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Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10012059737