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Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Rojo-Suárez, Javier; Alonso-Conde, Ana Belén; … - In: The European journal of finance 27 (2021) 8, pp. 721-739
Persistent link: https://www.econbiz.de/10012516122
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Return forecasts and optimal portfolio construction : a quantile regression approach
Ma, Lingjie; Pohlman, Larry - In: The European journal of finance 14 (2008) 5/6, pp. 409-425
Persistent link: https://www.econbiz.de/10003771722
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From Markowitz to modern risk management
Alexander, Gordon J. - In: The European journal of finance 15 (2009) 5/6, pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
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Discrete variable chain graphical modelling for assessing the effects of fund managers' characteristics on incentives satisfaction and size of returns
Fabozzi, Frank J.; Masood, Omar; Tunaru, Radu - In: The European journal of finance 13 (2007) 3/4, pp. 269-282
Persistent link: https://www.econbiz.de/10003550356
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Is momentum due to data-snooping?
Parmler, Johan; González, Andrés - In: The European journal of finance 13 (2007) 3/4, pp. 301-318
Persistent link: https://www.econbiz.de/10003550383
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Conditions ensuring the decomposition of asset demand for all risk-averse investors
Dachraoui, Kaïs; Dionne, Georges - In: The European journal of finance 13 (2007) 5/6, pp. 397-404
Persistent link: https://www.econbiz.de/10003570541
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Multivariate shrinkage for optimal portfolio weights
Golosnoy, Vasyl; Okhrin, Yarema - In: The European journal of finance 13 (2007) 5/6, pp. 441-458
Persistent link: https://www.econbiz.de/10003570563
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Performance evaluation, portfolio selection, and HARA utility
Breuer, Wolfgang; Gürtler, Marc - In: The European journal of finance 12 (2006) 8, pp. 649-669
Persistent link: https://www.econbiz.de/10003396182
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A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre - In: The European journal of finance 12 (2006) 8, pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
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Econometrical analysis of the sample efficient frontier
Bodnar, Taras; Schmid, Wolfgang - In: The European journal of finance 15 (2009) 3/4, pp. 317-335
Persistent link: https://www.econbiz.de/10003875458