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Mitigating estimation risk in asset allocation : diagonal models versus 1/N diversification
Stivers, Christopher T.; Sun, Licheng - In: The financial review : the official publication of the … 51 (2016) 3, pp. 403-433
Persistent link: https://www.econbiz.de/10011550915
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Volatility risk premium, risk aversion, and the cross-section of stock returns
Nyberg, Peter; Wilhelmsson, Anders - In: The financial review : the official publication of the … 45 (2010) 4, pp. 1079-1100
Persistent link: https://www.econbiz.de/10008698944
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The dynamic relations between market returns and two types of risk with business cycles
Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 593-618
Persistent link: https://www.econbiz.de/10010401371
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The role of U.S. market on international risk-return tradeoff relations
Sun, Licheng; Meng, Liang; Najand, Mohammad - In: The financial review : the official publication of the … 52 (2017) 3, pp. 499-526
Persistent link: https://www.econbiz.de/10011734607
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Life insurer cost of equity with asymmetric risk factors
Bajtelsmit, Vickie; Villupuram, Sriram V.; Wang, Tianyang - In: The financial review : the official publication of the … 50 (2015) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10011338149
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The regression tendencies of betas : a reappraisal
Kolb, Robert W. - In: The financial review : the official publication of the … 24 (1989) 2, pp. 319-334
Persistent link: https://www.econbiz.de/10001103664
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A general stationary stochastic regression model for estimating and predicting beta
D'Souza, Rudolph E. - In: The financial review : the official publication of the … 24 (1989) 2, pp. 299-317
Persistent link: https://www.econbiz.de/10001103665
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Fads and the crash of '87
Chowdhury, Mustafa - In: The financial review : the official publication of the … 28 (1993) 3, pp. 385-401
Persistent link: https://www.econbiz.de/10001153374
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Trend-following trading strategies in US stocks : a revisit
Szakmary, Andrew Charles; Lancaster, M. Carol - In: The financial review : the official publication of the … 50 (2015) 2, pp. 221-255
Persistent link: https://www.econbiz.de/10011282742
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A new method to measure the performance of leveraged exchange-traded funds
Charupat, Narat; Miu, Peter - In: The financial review : the official publication of the … 49 (2014) 4, pp. 735-763
Persistent link: https://www.econbiz.de/10010461099