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A framework for tracking changes in the intensity of investment funds systemic risk
Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of empirical finance 29 (2014), pp. 343-368
Persistent link: https://www.econbiz.de/10011300458
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Profitability of insider trading in Europe : a performance evaluation approach
Ge̜bka, Bartosz; Korczak, Adriana; Korczak, Piotr; … - In: Journal of empirical finance 44 (2017), pp. 66-90
Persistent link: https://www.econbiz.de/10011817990
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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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On the distribution and estimation of trading costs
Kourtis, Apostolos - In: Journal of empirical finance 28 (2014), pp. 104-117
Persistent link: https://www.econbiz.de/10011285084
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An empirical investigation of methods to reduce transaction costs
Moorman, Theodore - In: Journal of empirical finance 29 (2014), pp. 230-246
Persistent link: https://www.econbiz.de/10011300477
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Optimal portfolio choice in real time : measuring the benefits of TIPS
Cartea, Álvaro; Saúl, Jonatan; Toro, Juan - In: Journal of empirical finance 19 (2012) 5, pp. 721-740
Persistent link: https://www.econbiz.de/10009700594