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Do trade costs in goods market lead to home bias in equities?
Cœurdacier, Nicolas - 2006
Persistent link: https://www.econbiz.de/10003390712
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Transport infrastructure equities in mixed-asset portfolios : estimating risk with a GARCH-Copula-CVaR model
Hommel, Ulrich; Li, Wenwei; Chakkalakal, Louis - In: Essays on portfolio optimization and infrastructure …, (pp. 10-44). 2018
Persistent link: https://www.econbiz.de/10012111660
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Essays on portfolio optimization and infrastructure allocations
Chakkalakal, Louis - 2018
Persistent link: https://www.econbiz.de/10011914215
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A sharpe portfolio approach to regional economic analysis
Brown, Deborah J.; Pheasant, Jim - In: Journal of regional science 25 (1985) 1, pp. 51-63
Persistent link: https://www.econbiz.de/10001953428
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A financial-economic von Thünen model
Cromley, Robert G. - In: Environment & planning 21 (1989) 7, pp. 951-960
Persistent link: https://www.econbiz.de/10001067584
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Dramatically Improved Portfolio Optimization Results with Noise-Filtered Covariance : Paper 6 in a Series 'Uncovering Hidden Dependencies'
Izmailov, Alexander - 2014
Alexander Izmailov, Ph.D (theoretical physics) and Brian Shay, Ph.D (mathematics) of Market Memory Trading, L.L.C., present in a series of nine (9) white papers, aspects of a revolutionary advance in uncovering hidden dependencies via filtering noise from correlation matrices developed by the...
Persistent link: https://www.econbiz.de/10013062135
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Optimale Risikoallokation in Zulieferer-Abnehmer-Systemen
Lorth, Michael - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001522059
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Network Versus Portfolio Structure in Financial Systems
Kobayashi, Teruyoshi - 2013
allocation of external assets that minimizes systemic risk varies with the topology of the financial network as long as asset …
Persistent link: https://www.econbiz.de/10013082656
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The Topology of Overlapping Portfolio Networks
Guo, Weilong - 2018
This paper analyzes the topology of the network of common asset holdings, where nodes represent managed portfolios and … links, where weak links are those that lead to significant liquidations. We explore the applications of this network … factors. The network of weak links has a scale free structure, similar to financial networks of balance sheet exposures …
Persistent link: https://www.econbiz.de/10012937205
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Optimization of systemic risk : reallocation of assets based on bank networks
Wang, Hu; Li, Shouwei - In: Journal of risk 23 (2020/2021) 3, pp. 31-56
Persistent link: https://www.econbiz.de/10012500294