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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - In: Journal of banking & finance 61 (2015) 2, pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
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Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun - In: Journal of banking & finance 82 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
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Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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Analysing the determinants of insolvency risk for general insurance firms in the UK
Caporale, Guglielmo Maria; Cerrato, Mario; Zhang, Xuan - In: Journal of banking & finance 84 (2017), pp. 107-122
Persistent link: https://www.econbiz.de/10011816839
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Detecting money market bubbles
Baldeaux, Jan; Ignatieva, Ekaterina; Platen, Eckhard - In: Journal of banking & finance 87 (2018), pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
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Correlated default with incomplete information
Giesecke, Kay - In: Journal of banking & finance 28 (2004) 7, pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
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Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen - In: Journal of banking & finance 34 (2010) 6, pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413