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Portfolio selection
Börsenkurs
52,627
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McAleer, Michael
34
Hammoudeh, Shawkat
30
Kang, Sang Hoon
27
Mensi, Walid
26
Grobys, Klaus
25
Zaremba, Adam
25
Fabozzi, Frank J.
22
Guidolin, Massimo
20
Tiwari, Aviral Kumar
20
Hau, Harald
19
Mitchell, Olivia S.
19
Bali, Turan G.
18
Platen, Eckhard
18
Shleifer, Andrei
18
Caporale, Guglielmo Maria
17
Chang, Chia-Lin
17
Plastun, Alex
17
Lo, Andrew W.
16
Xuan Vinh Vo
16
Campbell, John Y.
14
Caporin, Massimiliano
14
Maurer, Raimond
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Moskowitz, Tobias J.
14
Nguyen, Duc Khuong
14
Schmukler, Sergio L.
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Uppal, Raman
14
Ur Rehman, Mobeen
14
Bouri, Elie
13
Demirtas, K. Ozgur
13
Escobar, Marcos
13
Goodell, John W.
13
Dai, Zhifeng
12
Harvey, Campbell R.
12
Kurshev, Alexander
12
Lustig, Hanno
12
Viceira, Luis M.
12
Yoon, Seong-min
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11
Cakici, Nusret
11
Cheema, Muhammad A.
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Berliner Wissenschafts-Verlag
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Centre for New and Emerging Markets <London>
1
Centro Studi Luca d'Agliano <Turin>
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Chambre de commerce et d'industrie de Paris
1
Development Center for Finance <Quezon>
1
Erasmus Research Institute of Management
1
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FernUniversität in Hagen
1
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Fisher Investments Inc. <Woodside, Calif.>
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Friedrich-Schiller-Universität Jena
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Genesis Investment Management Limited <London>
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1
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1
Institut für Industriebetriebsforschung <Hamburg>
1
International Association for Fuzzy Set Management and Economy
1
Josef Eul Verlag GmbH
1
Judge Institute of Management Studies
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Konferencja Naukowa Inwestycje Finansowe i Ubezpieczenia - Tendencje Światowe a Rynek Polski <2006, Szklarska Pore̜ba>
1
Københavns Universitet / Økonomisk Institut
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
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1
Oxford Financial Research Centre
1
Palgrave Macmillan <Firma>
1
Princeton University / International Finance Section
1
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1
Shaker Verlag
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
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Finance research letters
115
International review of financial analysis
101
Journal of banking & finance
99
NBER working paper series
87
Working paper / National Bureau of Economic Research, Inc.
80
NBER Working Paper
71
Research in international business and finance
68
Pacific-Basin finance journal
66
Journal of empirical finance
65
Journal of financial economics
65
Energy economics
61
The North American journal of economics and finance : a journal of financial economics studies
61
International review of economics & finance : IREF
59
Applied economics
58
Journal of international financial markets, institutions & money
55
The journal of asset management
55
Journal of risk and financial management : JRFM
45
Investment management and financial innovations
42
Journal of international money and finance
41
Research paper series / Swiss Finance Institute
39
The European journal of finance
37
Applied financial economics
36
Economic modelling
36
Applied economics letters
34
The journal of finance : the journal of the American Finance Association
34
Discussion papers / CEPR
33
Review of quantitative finance and accounting
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
International journal of finance & economics : IJFE
32
Swiss Finance Institute Research Paper
32
Journal of financial markets
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The review of financial studies
31
Working paper
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
28
Journal of economic dynamics & control
27
Discussion paper / Centre for Economic Policy Research
26
Economics letters
26
Journal of financial and quantitative analysis : JFQA
26
Quantitative finance
26
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ECONIS (ZBW)
6,707
RePEc
4
Showing
1
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10
of
6,711
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date (newest first)
date (oldest first)
1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Saved in:
3
Does
volatility
traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj
;
Raju, Guntur Anjana
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
Saved in:
4
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.
;
Oloko, Tirimisiyu F.
- In:
Energy economics
50
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Saved in:
5
Volatility
spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Xuan Vinh Vo
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
6
Spillovers and Portfolio Management between the Uncertainty Indices of Oil and Gold and G7 Stock Markets
Mensi, Walid
;
Ziadat, Salem Adel
;
Vo, Xuan Vinh
;
Kang, …
-
2022
). Short-term spillover is the largest proportion of total
volatility
spillovers. Furthermore, the uncertainty indices are net …
Persistent link: https://www.econbiz.de/10013291222
Saved in:
7
The impact of oil revenue shocks on the
volatility
of Iran's stock market return
Davoudi, Sina
;
Fazlzadeh, Alireza
;
Fallahi, Firouz
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
2
,
pp. 102-110
Persistent link: https://www.econbiz.de/10011861839
Saved in:
8
Return,
volatility
and risk spillover from oil prices and the US dollar exchange rate to the Indian industrial sectors
Kumar, Dilip
;
Maheswaran, S.
- In:
Margin: the journal of applied economic research
7
(
2013
)
1
,
pp. 61-91
Persistent link: https://www.econbiz.de/10009738171
Saved in:
9
Oil price fluctuation,
volatility
spillover and the Ghanaian equity market : implication for portfolio management and hedging effectiveness
Lin, Boqiang
;
Wesseh, Presley K.
;
Owusu Appiah, Michael
- In:
Energy economics
42
(
2014
),
pp. 172-182
Persistent link: https://www.econbiz.de/10010502950
Saved in:
10
On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic
volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
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