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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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International diversification : household versus institutional investors
Giofré, Maela - In: The North American journal of economics and finance : a … 26 (2013), pp. 145-176
Persistent link: https://www.econbiz.de/10010364816
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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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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
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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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High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
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Quantitative evaluation of contingent capital and its applications
Gupta, Anshul; Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 26 (2013), pp. 457-486
Persistent link: https://www.econbiz.de/10010367569
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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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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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Improving international diversification benefits for US investors
Miralles Marcelo, José Luis; Miralles-Quirós, María … - In: The North American journal of economics and finance : a … 32 (2015), pp. 64-76
Persistent link: https://www.econbiz.de/10011514434