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Does diversification drive down risk-adjusted returns? : a quantile regression approach
Shim, Jeungbo - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011671263
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Exploring the effect of diversification strategy on R&D intensity using quantile regression : evidence from France
Dang, Rey; Houanti, L.; Bonnand, A. - In: Applied economics letters 23 (2016) 16/18, pp. 1317-1320
Persistent link: https://www.econbiz.de/10011702577
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Combining alphas via bounded regression
Kakushadze, Zura - In: Risks : open access journal 3 (2015) 4, pp. 474-490
produces alpha weights with insufficient diversification and/or skewed distribution against, e.g., turnover. This can be …
Persistent link: https://www.econbiz.de/10011402659
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Asymmetric effects of market uncertainties on agricultural commodities
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara V. - In: Energy economics 127 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014490336
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Economies of diversification in microfinance : evidence from quantile estimation on panel data
Malikov, Emir; Hartarska, Valentina; Mersland, Roy - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436667
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Spanish regional unemployment revisited: The role of capital accumulation
Bande, Roberto; Karanassou, Marika - 2010
capital stock. After classifying the 17 Spanish regions into high and low unemployment groups using kernel and cluster …
Persistent link: https://www.econbiz.de/10010269818
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Spanish regional unemployment revisited: The role of capital accumulation
Bande, Roberto; Karannassou, Marika - 2010
capital stock. After classifying the 17 Spanish regions into high and low unemployment groups using kernel and cluster …
Persistent link: https://www.econbiz.de/10010280786
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Analysis of inflation/deflation : clusters of micro prices matter!
Kichikawa, Yuichi; Aoyama, Hideaki; Fujiwara, Yoshi; … - 2018
Persistent link: https://www.econbiz.de/10012133726
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Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas; Mansur, Iqbal - In: Journal of financial stability 28 (2017), pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
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A spatial interpretation of the persistency of China's provincial inequality
Yu, Xiaofan - 2011
China's rapid economic growth in recent decades has not led to balanced income distribution: inter- and intra-provincial income inequality have been increasing and their respective contribution to the total income inequality remains relatively stable. Based on a new set of prefectural database...
Persistent link: https://www.econbiz.de/10010364875