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Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184

Persistent link: https://www.econbiz.de/10012127622

Is the impact of the ECB monetary policy on EMU stock market returns asymmetric?

Napolitano, Oreste - In: Studi economici : rivista quadrimestrale 64 (2009) 1, pp. 145-180

Persistent link: https://www.econbiz.de/10003967531

Investor sentiment and the mean-variance relationship : European evidence

Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239

Persistent link: https://www.econbiz.de/10011983623

Moment risk premia and the cross-section of stock returns in the European stock market

Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012221095

Another Look at Momentum Crashes : Momentum in the European Monetary Union

Grobys, Klaus - 2015

This paper studies the profitability of a selection of prominent momentum-based strategies in the European Monetary Union. In contrast to past examples documenting the lack of profitability of unconditional price momentum in the most recent decade, the current research finds that unconditional...

Persistent link: https://www.econbiz.de/10013028257

Drawdown risk in mutual funds performance

Kumaran, Sunitha - In: Journal of finance and investment analysis 2 (2013) 2, pp. 89-106

. Accordingly, investors often want to minimize downside volatility as a part of their portfolio planning. Investors already have … several tools to measure downside volatility, including the lower partial moment and the maximum drawdown. The performance … Index is a volatility measure that only captures continuous downside movements in share price, and ignores upside volatility …

Persistent link: https://www.econbiz.de/10009746020