Narrow search
Showing 1 - 10 of 417
Cover Image
Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas; Afawubo, Komiwi - In: Applied economics 47 (2015) 4/6, pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
Cover Image
The home bias and the credit crunch : a regional perspective
Presbitero, Andrea; Udell, Gregory F.; Zazzaro, Alberto - In: Journal of money, credit and banking : JMCB 46 (2014), pp. 53-85
Persistent link: https://www.econbiz.de/10010465147
Cover Image
Trade-offs between asset location and proximity to home : evidence from reit property sell-offs
Wang, Chongyu; Zhou, Tingyu - In: The journal of real estate finance and economics 63 (2021) 1, pp. 82-121
Persistent link: https://www.econbiz.de/10012544460
Cover Image
The geography of investor attention
Mengoli, Stefano; Pagano, Marco; Pattitoni, Pierpaolo - 2021
Retail investors pay over twice as much attention to local companies than non-local ones, based on Google searches. News volume and volatility amplify this attention gap. Attention appears causally related to perceived proximity: first, acquisition by a nonlocal company is associated with less...
Persistent link: https://www.econbiz.de/10012698207
Cover Image
A decision-making framework for project portfolio planning at Intel Corporation
Sampath, Siddhartha; Gel, Esma S.; Fowler, John W.; … - In: Interfaces : the INFORMS journal on the practice of … 45 (2015) 5, pp. 391-408
Persistent link: https://www.econbiz.de/10011392441
Cover Image
Simulating risk contributions of credit portfolios
Liu, Guangwu - In: Operations research 63 (2015) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
Cover Image
Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011301159
Cover Image
Value-based asset allocation : an integrated framework
Staub, Renato - In: The journal of asset management 14 (2013) 6, pp. 354-375
Persistent link: https://www.econbiz.de/10010258481
Cover Image
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.; Zaczkowski, P. - In: The journal of computational finance 19 (2015/2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Cover Image
Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S. - In: Annals of financial economics 9 (2014) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10010489123