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Cointegration-based optimisation of currency portfolios

Dunis, Christian; Laws, Jason; Shone, Adam - In: Journal of derivatives & hedge funds 17 (2011) 2, pp. 86-114

Persistent link: https://www.econbiz.de/10009388479

Trading foreign exchange portfolios with volatility filters : the carry model revisited

Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255

Persistent link: https://www.econbiz.de/10003427070

Volatility filters for dynamic portfolio optimization

Miao, Jianjun; Dunis, Christian - In: Applied financial economics letters 1 (2005) 2, pp. 111-119

Persistent link: https://www.econbiz.de/10002807104

Volatility filters for FX portfolios trading : the impact of alternative volatility models

Miao, Jianjun; Dunis, Christian - In: Applied financial economics letters 2 (2006) 6, pp. 389-394

Persistent link: https://www.econbiz.de/10003397275

Developments in forecast combination and portfolio choice

Dunis, Christian (ed.); Timmermann, Allan (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001661408

Advances in quantitative asset management

Dunis, Christian (contributor) - 2000

Persistent link: https://www.econbiz.de/10001433749

Stock market linkages among new EMU members and the euro area : implications for financial integration and portfolio diversification

Dunis, Christian; Sermpinis, Georgios; Karampelia, … - In: Studies in economics and finance 30 (2013) 4, pp. 370-388

Persistent link: https://www.econbiz.de/10010207317

Artificial intelligence in financial markets : cutting edge applications for risk management, portfolio optimization and economics

Dunis, Christian (contributor); Middleton, Peter W. (ed.); … - 2016

Persistent link: https://www.econbiz.de/10013547199

Profitable Pair Trading : A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs

Rudy, Jozef - 2013

The motivation for this paper is to find out whether exchange traded funds (ETFs) are more suitable financial instruments for a pair trading strategy than stocks. The main advantage of pair trading ETFs is that ETFs cannot go bankrupt, which is not the case for shares. Thus, one of the greatest...

Persistent link: https://www.econbiz.de/10013081239

Essentials of financial management

Laws, Jason - 2019

Persistent link: https://www.econbiz.de/10011971528