Narrow search
Showing 1 - 10 of 19,019
Cover Image
Human Capital and Household Portfolio Choice : The Importance of the Persistence of Labor Income Shocks
Shim, Kyung Hwan - 2015
Using longitudinal data from PSID, we show the positive relation between labor income and the equity share of financial wealth is stronger for those who have a higher persistence in shocks to permanent labor income. The results support the hypothesis that the cross sectional variation in...
Persistent link: https://www.econbiz.de/10013024082
Cover Image
Economic policy uncertainty and stock return momentum
Goel, Garima; Dash, Saumya Ranjan; Mata, Mário Nuno; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-17
This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper …
Persistent link: https://www.econbiz.de/10012520194
Cover Image
Deep time series forecasting for enhanced index tracking
Kim, Saejoon - In: Applied economics 53 (2021) 17, pp. 1916-1934
Persistent link: https://www.econbiz.de/10012500905
Cover Image
Aggregation von drei Dimensionen des Downside-Risikos durch einen modifizierten Sen-Index
Eggers, Frank; Pfingsten, Andreas; Rieso, Sven - In: Operations research proceedings 1999 : selected papers …, (pp. 311-316). 2000
Persistent link: https://www.econbiz.de/10001481282
Cover Image
The properties of downside risk measures
Breitmeyer, Carsten; Hakenes, Hendrik; Pfingsten, Andreas - 2001
Persistent link: https://www.econbiz.de/10001647293
Cover Image
Active indexing : sophisticated strategies with index vehicles
Schoenfeld, Steven A.; Ginis, Robert; Nordenfelt, Niklas - In: Active index investing : maximizing portfolio …, (pp. 339-360). 2004
Persistent link: https://www.econbiz.de/10003333547
Cover Image
Constant rebalanced portfolios and side-information
Fagiuoli, E.; Stella, F.; Ventura, A. - In: Quantitative fund management, (pp. 85-106). 2009
Persistent link: https://www.econbiz.de/10003796947
Cover Image
Efficient replication of factor retturns : theory and applications
Melas, Dimitris; Suryanarayanan, Raghu; Cavaglia, Stefano - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Cover Image
Strategic trading by index funds and liquidity provision around S&P 500 index additions
Green, Tracy Clifton; Jame, Russell - In: Journal of financial markets 14 (2011) 4, pp. 605-624
Persistent link: https://www.econbiz.de/10009260942
Cover Image
Non-fully invested derivative-free bond index replication
Markov, Iliya; Oeuvray, Rodrigue; Tuchschmid, Nils S. - In: Financial markets and portfolio management 27 (2013) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10009720944