Similar Search Results - EconBiz

A risk measure for S-shaped assets and prediction of investment performance

Tang, Qi; Haidar, Haidar; Minsky, Bernard; Thapar, Rishi - In: Journal / The Capco Institute : journal of financial … 34 (2012), pp. 175-181

Persistent link: https://www.econbiz.de/10010340583

Methodische Fortschritte in der Kapitalanlage : die Verwendung quantitativer und qualitativer Verfahren in der Prognose, dem Handel sowie der Portfoliokonstruktion

Cengiz, Cetin - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009010414

A novel downside risk measure and expected returns

Liu, Jinjing - 2019

Several studies have found that the cross-section of stock returns reflects a risk premium for bearing downside risk …; however, existing measures of downside risk have poor power for predicting returns. Therefore, this paper proposes a novel … measure of downside risk, the ES-implied beta, to improve the prediction of the cross-section of asset returns. The ES …

Persistent link: https://www.econbiz.de/10012113746

Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?

Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397

Persistent link: https://www.econbiz.de/10012197236

Prozeßorientierte Asset Allocation von Bondportfolios : Prognose, Optimierung und Beurteilungskritierien

Siemßen, Sönke J. - 2000

Persistent link: https://www.econbiz.de/10013438280

The Black-Litterman model : the definition of views based on volatility forecasts

Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296

Persistent link: https://www.econbiz.de/10010460181

Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999

Abu-Mostafa, Yaser S. (ed.) - 2000

Persistent link: https://www.econbiz.de/10001387916

Special issue: Symposium on computational finance

Jensen, Bjarne Astrup (contributor) - 2000

Persistent link: https://www.econbiz.de/10001653140

Factor investing : alpha concentration versus diversification

Heinrich, Lars; Shivarova, Antoniya; Zurek, Martin - In: The journal of asset management : a major new, … 22 (2021) 6, pp. 464-487

Persistent link: https://www.econbiz.de/10012659821

Data mining in finance : advances in relational and hybrid methods

Kovalerchuk, Boris - 2000

Persistent link: https://www.econbiz.de/10013275333

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