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The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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Economic benefits and determinants of extreme dependences between REIT and stock returns
Huang, MeiChi; Wu, Chih-Chiang - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 299-327
Persistent link: https://www.econbiz.de/10011327626
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Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H.; Fabozzi, Frank J.; Huang, Dashan - In: Review of quantitative finance and accounting 39 (2012) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10009690387
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New empirical evidence on the investment success of momentum strategies based on relative stock prices
Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10009629107
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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Markowitz efficiency and size effect : evidence from the UK stock market
Hwang, Tienyu; Gao, Simon S.; Owen, Heather - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 721-750
Persistent link: https://www.econbiz.de/10010490996
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Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.; Su, Jung-bin - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
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The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10009271479