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Portfolio selection and portfolio frontier with background risk
Huang, Hung-hsi; Wang, Ching-ping - In: The North American journal of economics and finance : a … 26 (2013), pp. 177-196
Persistent link: https://www.econbiz.de/10010364815
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Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
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Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
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Policy interest rate, loan portfolio management and bank liquidity
Giulioni, Gianfranco - In: The North American journal of economics and finance : a … 31 (2015), pp. 52-74
Persistent link: https://www.econbiz.de/10011511050
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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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Indicators of financial development
Von Furstenberg, George M. - In: The North American journal of economics and finance : a … 7 (1996) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001334707
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Economic models of systemic risk in financial systems
Loretan, Mico - In: The North American journal of economics and finance : a … 7 (1996) 2, pp. 147-152
Persistent link: https://www.econbiz.de/10001334914
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Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun; Kaizoji, Taisei; Livan, Giacomo; Scalas, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
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Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821473