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Risk bearing ability of investors in Indian stock market

Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10011419781

Do investors put their money where their mouth is? : stock market expectations and investing behavior

Merkle, Christoph; Weber, Martin - In: Journal of banking & finance 46 (2014), pp. 372-386

Persistent link: https://www.econbiz.de/10010468411

Risk-adjusted time series momentum

Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014

We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are based on averages of past futures returns, normalized by their volatility. We test these strategies on a universe of 64 liquid futures contracts and show that RAMOM strategies...

Persistent link: https://www.econbiz.de/10011293745

Can ESG investing beat the market and improve portfolio diversification? : evidence from China

Dai, Yuwen - In: The Chinese economy : translations and studies 54 (2021) 4, pp. 272-285

Persistent link: https://www.econbiz.de/10012607559

Integrated intellectual investment portfolio as an efficient instrument to manage personal financial investment

Rutkauskas, Aleksandras Vytautas; Stasytytė, Viktorija - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-22

another. Sometimes, earning a substantial return in the stock market seems complicated to implement for an individual investor … model helps find one or several stocks that generate the highest return on a separate step. Applying this model, experiments … returns in these markets has been noticed. In the German market, during the 97-day period, the authors obtained a 1.46 return …

Persistent link: https://www.econbiz.de/10012813900