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Fractional integration of nominal exchange rates : evidence from CEECs in the light of EMU enlargement
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Matousek, Roman - In: Review of international economics 19 (2011) 1, pp. 77-92
Persistent link: https://www.econbiz.de/10009127594
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Intraday technical trading in the foreign exchange market
Neely, Christopher J.; Weller, Paul A. - 1999
Persistent link: https://www.econbiz.de/10001426895
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Intraday technical trading in the foreign exchange market
Neely, C. J.; Weller, P. A. - In: Journal of international money and finance 22 (2003) 2, pp. 223-237
Persistent link: https://www.econbiz.de/10001745731
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Global recessions as a cascade phenomenon with interacting agents
Ormerod, Paul; Heineike, Amy - In: Journal of economic interaction and coordination : JEIC 4 (2009) 1, pp. 15-26
Persistent link: https://www.econbiz.de/10003840537
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Replicating country risk ratings
Cosset, Jean-Claude (contributor) - In: Journal of multinational financial management 3 (1993) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001161943
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Cost effective control of long-run temperature change : tradeable CO 2 permits
Kosobud, Richard F. (contributor) - In: World resource review 5 (1993) 4, pp. 488-501
Persistent link: https://www.econbiz.de/10001153682
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Parameter Uncertainty in Multiperiod Portfolio Optimization with Transaction Costs
DeMiguel, Victor - 2014
We study the impact of parameter uncertainty on the expected utility of a multiperiod investor subject to quadratic transaction costs. We characterize the utility loss associated with ignoring parameter uncertainty, and show that it is equal to the product between the single-period utility loss...
Persistent link: https://www.econbiz.de/10013063484
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Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Essays on factor investing and social trading, (pp. 2-47). 2017
Die vorliegende Arbeit hat zwei wesentliche Ziele. Auf der einen Seite soll sie existierende Konzepte zum systematischen Faktorinvestieren erweitern, mögliche Problemstellungen aufdecken und Verbesserungen vorschlagen. Zweitens, untersucht diese Arbeit eine neue Form von FinTech Innovationen:...
Persistent link: https://www.econbiz.de/10011775041
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Financial networks : statics and dynamics; with 10 tables/ Anna Nagurney; Stavros Siokos
Nagurney, Anna - 1997
Persistent link: https://www.econbiz.de/10000628112
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Methods
Nijkamp, P. (contributor) - 1976
Persistent link: https://www.econbiz.de/10000098724