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Notes on Fano ratio and portfolio optimization
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10012229128
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How integrated are corporate bond and stock markets?
Sandulescu, Mirela - 2020
I study the degree of market integration between U.S. corporate bonds and stocks of their issuers. I document that … suggest that stocks co-move more strongly with stock-like corporate bonds, especially those of small, growth firms, with lower …
Persistent link: https://www.econbiz.de/10012181292
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Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks : evidence from a unique Malaysian data set
Akhtar, Shumi; Jahromi, Maria - In: Accounting and finance : journal of the Accounting … 57 (2017) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10011713510
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A mathematical approach to a stocks portfolio selection : the case of Uganda securities exchange (USE)
Mayanja, Fredrick; Mataramvura, Sure; Charles, Wilson Mahera - In: Journal of mathematical finance 3 (2013) 4, pp. 487-501
Persistent link: https://www.econbiz.de/10010240785
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Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.; Johnson, Don T.; Kunkel, Robert A. - In: Applied financial economics 23 (2013) 22/24, pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246
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Disaggregation and the equity premium puzzle
Wilson, Matthew S. - In: Journal of empirical finance 58 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012430446
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Financial market integration and asset prices
Sandulescu, Paula Mirela - 2020
between US corporate bonds and stocks of the corresponding issuing firms, accounting for their characteristics. I document … empirical evidence suggests that markets are more integrated for larger firms, with more liquid corporate bonds and stocks …
Persistent link: https://www.econbiz.de/10012508265
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A measure of risk appetite for the macroeconomy
Pflueger, Carolin E.; Siriwardane, Emil N.; Sunderam, Adi - 2018
Persistent link: https://www.econbiz.de/10011873657
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The bitcoin premium : a persistent puzzle
Wilson, Matthew S. - In: The B.E. journal of macroeconomics 24 (2024) 1, pp. 135-148
Persistent link: https://www.econbiz.de/10014580461
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Extreme connectedness between green bonds, government bonds, corporate bonds and other asset classes : insights for portfolio investors
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17
(COVID-19) as investors shifted their investment towards fixed income assets due to the plunge in the prices of stocks and …
Persistent link: https://www.econbiz.de/10013471139