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~person:"Grobys, Klaus"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"McAleer, Michael"
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Portfolio-Management
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Grobys, Klaus
Jondeau, Eric
Kelly, Bryan T.
McAleer, Michael
Timmermann, Allan
Guidolin, Massimo
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39
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33
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31
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21
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20
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19
Zhou, Guofu
19
Ang, Andrew
18
Mensi, Walid
18
Uppal, Raman
18
Zhang, Lu
18
Auer, Benjamin R.
17
Caporale, Guglielmo Maria
17
Clare, Andrew D.
17
Guirguis, Michel
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Kang, Sang Hoon
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Lo, Andrew W.
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16
Chang, Chia-Lin
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15
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15
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ECONIS (ZBW)
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EconStor
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1
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
Saved in:
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
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:
8
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:
9
Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus
- In:
Economics letters
123
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
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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