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~person:"Clare, Andrew D."
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"McAleer, Michael"
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Portfolio-Management
Volatilität
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Clare, Andrew D.
Jondeau, Eric
Kelly, Bryan T.
McAleer, Michael
Timmermann, Allan
Guidolin, Massimo
40
Zaremba, Adam
39
Maurer, Raimond
33
Fabozzi, Frank J.
31
Grobys, Klaus
25
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Hammoudeh, Shawkat
24
Moskowitz, Tobias J.
24
Bali, Turan G.
22
Bekaert, Geert
21
Satchell, Stephen
21
Frazzini, Andrea
20
Ferson, Wayne E.
19
Zhou, Guofu
19
Ang, Andrew
18
Mensi, Walid
18
Uppal, Raman
18
Zhang, Lu
18
Auer, Benjamin R.
17
Caporale, Guglielmo Maria
17
Guirguis, Michel
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Kang, Sang Hoon
17
Lo, Andrew W.
17
Titman, Sheridan
17
Ammann, Manuel
16
Chang, Chia-Lin
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Dahlquist, Magnus
16
Plastun, Alex
16
Cakici, Nusret
15
Escobar, Marcos
15
Gallagher, David R.
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Santa-Clara, Pedro
15
Wermers, Russ
15
Brooks, Robin
14
Caporin, Massimiliano
14
Harvey, Campbell R.
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Kakushadze, Zura
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ECONIS (ZBW)
93
EconStor
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
7
Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
Saved in:
8
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
9
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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