Similar Search Results

Making inefficient market indices efficient

Clark, Ephraim; Jokung Nguena, Octave; Kassimatis, … - In: European journal of operational research : EJOR 209 (2011) 1, pp. 83-93

Persistent link: https://www.econbiz.de/10008798683

The role of regulatory credibility in effective bank regulation

Clark, Ephraim; Jokung Nguena, Octave - In: Journal of banking & finance 50 (2015), pp. 506-513

Persistent link: https://www.econbiz.de/10010510190

Note on asset proportions stochastic dominance and 50 % rule

Clark, Ephraim; Jokung, Octave - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 351-357). 1999

Persistent link: https://www.econbiz.de/10001739720

Risk aversion, wealth and international capital flows

Clark, Ephraim - In: Review of international economics 6 (1998) 3, pp. 507-515

Persistent link: https://www.econbiz.de/10001248121

Post global financial crisis modelling : credit risk for firms that are too big to fail

Clark, Ephraim; Mitra, Sovan; Jokung Nguena, Octave - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 15-39

Persistent link: https://www.econbiz.de/10012253519

The role of population and wealth in international capital flows

Clark, Ephraim; Jokung, Octave - In: Studies in Economics and Finance 23 (2006) 1, pp. 4-12

Purpose – Seeks to analyze the role of population and wealth in determining capital movements between countries. Design/methodology/approach – By applying the Clark‐Jokung 50 percent portfolio theorem, considers the specific case of a two country world where the cumulative conditional...

Persistent link: https://www.econbiz.de/10015013540