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Portfolio performance in relation to herding behavior in the Taiwan stock market

Chang, Chiao-yi; Chen, Hsiang-lan; Jiang, Zong-ru - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 82-104

Persistent link: https://www.econbiz.de/10009682524

Herding in the Singapore stock exchange

Arjoon, Vaalmikki; Bhatnagar, Chandra Shekhar; … - In: Journal of economics & business 109 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012244946

Improving time series forecasting using elephant herd optimization with feature selection methods

Das, Soumya; Mishra, Sarojananda; Senapati, ManasRanjan - In: Journal of management analytics 8 (2021) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10012440092

Multi-objective and discrete Elephants Herding Optimization algorithm for QoS aware web service composition

Sadouki, Sami Chibani; Tari, Abdelkamel - In: RAIRO / Operations research 53 (2019) 2, pp. 445-459

Persistent link: https://www.econbiz.de/10012113664

Stock market portfolio construction : a four-stage model based on Fractal analysis

Ghosh, Indranil; Chaudhuri, Tamal D. - In: South Asian journal of management : SAJM 25 (2018) 4, pp. 117-149

Persistent link: https://www.econbiz.de/10012011628

Improving mean variance optimization through sparse hedging restrictions

Goto, Shingo; Yan, Xu - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1415-1441

Persistent link: https://www.econbiz.de/10011479442

Perspectives on Hedge Fund Herding : A Survey of Analytical Methods

Kumiega, Andrew - 2016

This paper examines herding among hedge fund styles and uncovers new intuitions about the industry. By examining hedge … fund style index returns using four techniques, we show that perceptions of herding may differ based on the choice of …

Persistent link: https://www.econbiz.de/10013000726

Liquidity commonality and its causes : evidence from the Korean stock market

Cho̕e, Hyuk; Yang, Cheol-won - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 626-658

Persistent link: https://www.econbiz.de/10009231511

Risk Budgeting portfolios : existence and computation

Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924

Persistent link: https://www.econbiz.de/10014565279

A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints

Mousavi, Ahmad; Shen, Jinglai - In: International transactions in operational research : a … 30 (2023) 5, pp. 2415-2435

Persistent link: https://www.econbiz.de/10014259187

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