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Multi-factor asset pricing models : factor construction choices and the revisit of pricing factors
Skočir, Matevž; Lončarski, Igor - In: Journal of international financial markets, … 55 (2018), pp. 65-80
Persistent link: https://www.econbiz.de/10011984094
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Forecast ranked tailored equity portfolios
Buncic, Daniel; Stern, Cord - In: Journal of international financial markets, … 63 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
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On the time scale behavior of equity-commodity links : implications for portfolio management
Bekiros, Stelios; Nguyen, Duc Khuong; Uddin, Mohammed … - In: Journal of international financial markets, … 41 (2016), pp. 30-46
Persistent link: https://www.econbiz.de/10011475907
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An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits
Guidi, Francesco; Uğur, Mehmet - In: Journal of international financial markets, … 30 (2014), pp. 119-136
Persistent link: https://www.econbiz.de/10011293049
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Mean-variance versus naïve diversification : the role of mispricing
Yan, Cheng; Zhang, Huazhu - In: Journal of international financial markets, … 48 (2017), pp. 61-81
Persistent link: https://www.econbiz.de/10011892316
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On the significance of international equity diversification gains
Rubens, Jack H.; Louton, David - In: Journal of international financial markets, … 4 (1994) 1/2, pp. 61-75
Persistent link: https://www.econbiz.de/10001444044
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216