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Are the log-returns of Italian open-end mutual funds normally distributed : a risk assessment perspective
Bianchi, Michele Leonardo - In: The journal of asset management 16 (2015) 7, pp. 437-449
Persistent link: https://www.econbiz.de/10011455704
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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen - In: The journal of asset management 18 (2017) 2, pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
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Portfolio selection in the presence of systemic risk
Biglova, Almira; Ortobelli, Sergio; Fabozzi, Frank J. - In: The journal of asset management 15 (2014) 5, pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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Efficient skewness/semivariance portfolios
Brito, Rui Pedro; Sebastião, Hélder; Godinho, Pedro … - In: The journal of asset management 17 (2016) 5, pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
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Value premium and default risk
Elgammal, Mohammed Mohammed; McMillan, David G. - In: The journal of asset management 15 (2014) 1, pp. 48-61
Persistent link: https://www.econbiz.de/10010370070
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Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg - In: The journal of asset management 16 (2015) 4, pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
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The effect of environmental sustainability on credit risk
Höck, André; Klein, Christian; Landau, Alexander; … - In: The journal of asset management 21 (2020) 2, pp. 85-93
Persistent link: https://www.econbiz.de/10012292752
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Credit spreads and merger pricing
Du, Ding; Gerety, Mason S. - In: The journal of asset management 19 (2018) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10011847773