Narrow search
Showing 1 - 10 of 89
Cover Image
Selecting a portfolio with skewness : recent evidence from US, European, and Latin American equity markets
Prakash, Arun J.; Chang, Chun-hao; Pactwa, Therese E. - In: Journal of banking & finance 27 (2003) 7, pp. 1375-1390
Persistent link: https://www.econbiz.de/10001769046
Cover Image
Global economic divergence and portfolio capital flows to emerging markets
Mandalinci, Zeyyad; Mumtaz, Haroon - 2015
This paper studies the role of global and regional variations in economic activity and policy in developed world in driving portfolio capital flows (PCF) to emerging markets (EMs) in a Factor Augmented Vector Autoregressive (FAVAR) framework. Results suggest that PCFs to EMs depend mainly on...
Persistent link: https://www.econbiz.de/10011372822
Cover Image
Investor flows and the assessed performance of open-end mutual funds
Edelen, Roger M. - In: Journal of financial economics 53 (1999) 3, pp. 439-466
Persistent link: https://www.econbiz.de/10001394645
Cover Image
Using genetic algorithms to find technical trading rules
Allen, Franklin; Karjalainen, Risto - In: Journal of financial economics 51 (1999) 2, pp. 245-271
Persistent link: https://www.econbiz.de/10001256193
Cover Image
Factors influencing the decisions of bank managers : the evidence from investment portfolios
Heggestad, Arnold A. - In: Journal of banking & finance 16 (1992) 4, pp. 813-829
Persistent link: https://www.econbiz.de/10001126188
Cover Image
An exploratory investigation of the firm size effect
Chan, K. C. - In: Journal of financial economics 14 (1985) 3, pp. 451-471
Persistent link: https://www.econbiz.de/10001009724
Cover Image
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce - In: Journal of financial economics 16 (1986) 3, pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Cover Image
Systematic risk, total risk and size as determinants of stock market returns
Lakonishok, Josef - In: Journal of banking & finance 10 (1986) 1, pp. 115-132
Persistent link: https://www.econbiz.de/10001024238
Cover Image
Bayesian and CAPM estimators of the means : implications for portfolio selection
Jorion, Philippe - In: Journal of banking & finance 15 (1991) 3, pp. 717-727
Persistent link: https://www.econbiz.de/10001108341
Cover Image
Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986
Fedenia, Mark - In: Journal of banking & finance 15 (1991) 3, pp. 501-519
Persistent link: https://www.econbiz.de/10001108360