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A test for the equality of multiple Sharpe ratios
Wright, John; Yam, Sheung Chi Phillip; Yung, Siu Pang - In: Journal of risk 16 (2013/2014) 4, pp. 3-21
Persistent link: https://www.econbiz.de/10013262931
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On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R. - In: Review of managerial science : RMS 16 (2022) 3, pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
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Drawdown measures and return moments
Möller, Philipp M. - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
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Dynamic autocorrelation and international portfolio allocation
Kinnunen, Jyri; Martikainen, Minna - In: Multinational finance journal 21 (2017) 1, pp. 21-48
Persistent link: https://www.econbiz.de/10012547453
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How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
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The disposition effect : explanations, experimental evidence, and implications for asset pricing
Zuchel, Heiko (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698292
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A transactions data analysis of nonsynchronous trading
Kadlec, Gregory B.; Patterson, Douglas M. - In: The review of financial studies 12 (1999) 3, pp. 609-630
Persistent link: https://www.econbiz.de/10001421848
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The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.; Jordanov, Jordan - 1999
Persistent link: https://www.econbiz.de/10001428365
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan; Peacock, Matthew; Lee, Jacky; … - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10010364761