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The numeraire portfolio : a new perspective on financial theory
Bajeux-Besnainou, Isabelle - In: The European journal of finance 3 (1997) 4, pp. 291-309
Persistent link: https://www.econbiz.de/10001236104
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Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
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Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - In: The North American journal of economics and finance : a … 34 (2015), pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
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Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
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Optimal combination of currency strategies
Laborda, Ricardo - In: The North American journal of economics and finance : a … 43 (2018), pp. 129-140
Persistent link: https://www.econbiz.de/10012036271
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How money illusions and heterogeneous beliefs affect asset prices
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192
Persistent link: https://www.econbiz.de/10012036533
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Modeling severity risk under PD-LGD correlation
Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
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Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu; Chen, Na; Yuan, Ying - In: The North American journal of economics and finance : a … 47 (2019), pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
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An outperforming investment strategy under fractional Brownian motion
Liu, Qiang; Xiang, Yun; Zhao, Yonghong - In: The North American journal of economics and finance : a … 47 (2019), pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
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Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz; Vrontos, Spyridon; Hasim, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 568-596
Persistent link: https://www.econbiz.de/10012120131