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Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.; Brzyski, Damian; Bogdan, Małgorzata; … - In: Quantitative finance 22 (2022) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
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The role of derivatives in hedge fund activism
Guo, Jie Michael; Gang, Jianhua; Hu, Nan; Utham, Vinay - In: Quantitative finance 18 (2018) 9, pp. 1531-1541
Persistent link: https://www.econbiz.de/10011913194
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Heterogeneity and clustering of defaults
Karlis, A. K.; Galanis, G.; Terovitis, S.; Turner, M. S. - In: Quantitative finance 21 (2021) 9, pp. 1533-1549
Persistent link: https://www.econbiz.de/10012624153
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Smart Alpha : active management with unstable and latent factors
Boucher, Christophe; Jasinski, Alexandre; Kouontchou, … - In: Quantitative finance 21 (2021) 6, pp. 893-909
Persistent link: https://www.econbiz.de/10012515624
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The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S. - In: Quantitative finance 21 (2021) 6, pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai; Rong, Ximin; Shen, Yang; Zhao, Hui - In: Quantitative finance 21 (2021) 10, pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
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Coherent portfolio performance ratios
Kroll, Yoram; Marchioni, Andrea; Ben-Horin, Moshe - In: Quantitative finance 21 (2021) 9, pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
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Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima - In: Quantitative finance 21 (2021) 8, pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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Dynamic patterns of daily lead-lag networks in stock markets
Li, Yongli; Liu, Chao; Wang, Tianchen; Sun, Baiqing - In: Quantitative finance 21 (2021) 12, pp. 2055-2068
Persistent link: https://www.econbiz.de/10012696814