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The economic organisation of a financial system
Neave, Edwin H. - 1991
Persistent link: https://www.econbiz.de/10013488007
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Naïve versus mean-variance diversification in Indian capital markets
Gupta, Mohit; Aggarwal, Navdeep - In: Asia-Pacific journal of management research and … 11 (2015) 3, pp. 198-204
Persistent link: https://www.econbiz.de/10011392084
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Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit; Padhi, Puja - In: Margin: the journal of applied economic research 9 (2015) 3, pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
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Portfolio selection and optimization with higher moments : evidence from the Indian stock market
Saranya, K.; Prasanna, P. Krishna - In: Asia-Pacific financial markets 21 (2014) 2, pp. 133-149
Persistent link: https://www.econbiz.de/10010358431
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Estimating Value at Risk (VaR) using filtered historical simulation in the Indian capital market
Roy, Indrajit - In: Occasional papers / Reserve Bank of India 32 (2011) 2, pp. 81-98
Persistent link: https://www.econbiz.de/10010245725
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Special issue on ALM
In: The Journal of the Indian Institute of Bankers 67 (1996) 4, pp. 150-182
Persistent link: https://www.econbiz.de/10001214715
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Risk, consumption smoothing and the family : portfolio management of children and assets in rural families
Lakshmanasamy, T. - In: Artha vijñāna : journal of the Gokhale Institute of … 33 (1991) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10001124025
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Short run behaviour of industrial share price indices : an empirical study of returns, volatility, and covariance structure
Chaudhuri, S. K. - In: Praj̄nȧn : journal of social and management sciences 20 (1991) 2, pp. 99-113
Persistent link: https://www.econbiz.de/10001126874
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Construction and maintenance of index funds
Thiripalraju, M.; Madhusoodanan, Thekkemadathil Prabhakaran - In: Finance India : the quarterly journal of Indian … 12 (1998) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10001255759
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How Fama-MacBeth Can Go Wrong – And an Informative Solution
Khalaf, Lynda - 2011
We find that weak identification can lead to econometric problems with Fama-MacBeth regressions, including serious size distortions and biased point estimates. Two sources of weak identification are particularly important and have been little studied in the finance literature – small betas and...
Persistent link: https://www.econbiz.de/10013128509