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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
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A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
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Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.; Tantisantiwong, Nongnuch - In: The European journal of finance 20 (2014) 10/12, pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
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Return predictability and market-timing : a one-month model
Hull, Blair; Qiao, Xiao; Bakosova, Petra - In: Journal of investment management : JOIM 17 (2019) 3, pp. 47-64
Persistent link: https://www.econbiz.de/10012111022
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Spillover risks in REITs and other asset markets
Chiang, Ming-Chu; Sing, Tien-foo; Tsai, I-Chun - In: The journal of real estate finance and economics 54 (2017) 4, pp. 579-604
Persistent link: https://www.econbiz.de/10011797681
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Allocation of assets on the Ghana stock exchange (GSE)
Mensah, Lord; Avuglah, R. K.; Dedu, Vincent - In: International journal of financial research 4 (2013) 2, pp. 108-114
Persistent link: https://www.econbiz.de/10010205108
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Investor attention, index performance, and return predictability
Vozlyublennaia, Nadia - In: Journal of banking & finance 41 (2014), pp. 17-35
Persistent link: https://www.econbiz.de/10010407999
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General equilibrium with multiple liquid assets
Altermatt, Lukas; Iwasaki, Kohei; Wright, Randall D. - In: Review of economic dynamics 51 (2023), pp. 267-291
Persistent link: https://www.econbiz.de/10014471832
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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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Asset pricing with heterogeneous agents and non-normal return distributions
Beddock, Arthur - 2021
Persistent link: https://www.econbiz.de/10012617351