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Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs; Downarowicz, Anna - In: The European journal of finance 19 (2013) 3/4, pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
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The pricing of unexpected volatility in the currency market
Lu, Wenna; Copeland, Laurence S.; Xu, Yongdeng - In: The European journal of finance 29 (2023) 17, pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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Risk and beta anatomy in the hedge fund industry
Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
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The size premium as a lottery
McGee, Richard J.; Olmo, Jose - In: The European journal of finance 27 (2021) 1/2, pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon; Park, Seyoung; Yoon, Jong Mun - In: The European journal of finance 27 (2021) 1/2, pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
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Meteor showers and global asset allocation
Ahmed, Rashad; Hasan, Mohammad S.; Sultan, Jahangir - In: The European journal of finance 26 (2020) 17, pp. 1703-1724
Persistent link: https://www.econbiz.de/10012314648
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Industry volatility spillover and aggregate stock returns
Zhang, Yaojie; He, Mengxi; Wen, Danyan - In: The European journal of finance 30 (2024) 10, pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439