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Herding in mutual funds : a complex network approach

D'Arcangelis, Anna Maria; Rotundo, Giulia - In: Journal of business research : JBR 129 (2021), pp. 679-686

Persistent link: https://www.econbiz.de/10012509724

On the modeling and simulation of portfolio allocation schemes : an approach based on network community detection

Ferretti, Stefano - In: Computational economics 62 (2023) 3, pp. 969-1005

Persistent link: https://www.econbiz.de/10014382852

The significance and performance of Singapore REITs in a mixed-asset portfolio

Newell, Graeme; Pham, Anh Koi; Ooi, Joseph T. L. - In: Journal of property investment & finance 33 (2015) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10010518735

Robust consumption and portfolio choice with habit formation, the spirit of capitalism and recursive utility

Wang, Haijun; Hou, L. Steven - In: Annals of economics and finance 16 (2015) 2, pp. 393-416

Persistent link: https://www.econbiz.de/10011428180

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

Persistent link: https://www.econbiz.de/10011281431

Robust estimation of Cronbach's alpha

Christmann, Andreas; Van Aelst, Stefan - 2002

Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...

Persistent link: https://www.econbiz.de/10009770913

Robust asset allocation strategies : relaxed versus classical robustness

Recchia, Raffaela; Scutellà, Maria Grazia - In: IMA journal of management mathematics 25 (2014) 1, pp. 21-56

Persistent link: https://www.econbiz.de/10010242806

External risk measures and Basel accords

Kou, Steven; Peng, Xianhua; Heyde, Chris C. - In: Mathematics of operations research 38 (2013) 3, pp. 393-417

Persistent link: https://www.econbiz.de/10009787381

Adjustable robustness for multi-attribute project portfolio selection

Fliedner, Thomas; Liesiö, Juuso - In: European journal of operational research : EJOR 252 (2016) 3, pp. 931-946

Persistent link: https://www.econbiz.de/10011473002

Model-free CPPI

Schied, Alexander - In: Journal of economic dynamics & control 40 (2014), pp. 84-94

Persistent link: https://www.econbiz.de/10010424446