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Naïve versus mean-variance diversification in Indian capital markets
Gupta, Mohit; Aggarwal, Navdeep - In: Asia-Pacific journal of management research and … 11 (2015) 3, pp. 198-204
Persistent link: https://www.econbiz.de/10011392084
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Application of the surface division method to segregate investments in capital markets for shares' portfolio
Przekota, Grzegorz - In: European research studies 23 (2020) 5, pp. 883-896
Persistent link: https://www.econbiz.de/10012510864
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An investigation of hypothetical variance-covariance matrix stress-testing
Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288
Persistent link: https://www.econbiz.de/10011661846
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Impact analysis of financial regulation on multi-asset markets using artificial market simulations
Hirano, Masanori; Izumi, Kiyoshi; Shimada, Takashi; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/75, pp. 1-20
and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trading … agents. Both portfolio trading agents had trading strategies incorporating Markowitz’s portfolio optimization. Additionally …, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as …
Persistent link: https://www.econbiz.de/10012302643
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Effects of market risks and financial efficiencies on capital structure
Camara, Omar; McMillan, David G. - In: Journal of international business and economics : JIBE 18 (2018) 3, pp. 69-84
Persistent link: https://www.econbiz.de/10012051615
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The profitability of financial analysts' recommendations : evidence from an emerging market
Bellando, Raphaëlle; Braham, Z. Ben; Galanti, S. - In: Applied economics 48 (2016) 46/48, pp. 4410-4418
Persistent link: https://www.econbiz.de/10011640100
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The financialization of storable commodities
Baker, Steven D. - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 471-499
Persistent link: https://www.econbiz.de/10012435302
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Conditional CAPM using expected returns of Brazilian sustainability companies
Tambosi Filho, Elmo - In: Theoretical economics letters 8 (2018) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10011822694
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ESG investing versus the market : returns and risk analysis and portfolio diversification in Latin-America
Alvarez-Perez, Hugo; Diaz-Crespo, Regina; … - In: Academia : revista Latinoamericana de administración 37 (2024) 1, pp. 78-100
Persistent link: https://www.econbiz.de/10014505905
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Cash holding and performance analysis of mutual funds : a case of an emerging financial market
Khan, Faisal; Shah, Syed Hamid Ali; Bangash, Romana - In: International journal of emerging markets 18 (2023) 10, pp. 4088-4107
Persistent link: https://www.econbiz.de/10014455196