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Identifying influential energy stocks based on spillover network

Wang, Ze; Gao, Xiangyun; An, Haizhong; Tang, Renwu; … - In: International review of financial analysis 68 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012301082

AHP-TOPSIS methodology for stock portfolio investments

Vásquez, Jaime Alberto; Escobar, John Willmer; … - In: Risks : open access journal 10 (2022) 1, pp. 1-20

This paper presents a methodology for making decisions in the stock market using the AHP-TOPSIS multi-criteria technique. The problem is related to the stock market's investment process considering the criteria of liquidity, risk, and profitability. The proposed methodology includes integrating...

Persistent link: https://www.econbiz.de/10012804885

An empirical investigation of the Fama-French five-factor model

Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155

Persistent link: https://www.econbiz.de/10012300519

Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange

Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289

Persistent link: https://www.econbiz.de/10012205614

Optimisation-enabled transfer learning framework for stock market prediction

Patil, Pankaj Rambhau; Parasar, Deepa; Charhate, Shrikant - In: Journal of information & knowledge management : JIKM 23 (2024) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10014534560

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

Persistent link: https://www.econbiz.de/10014429264

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Aktienauswahl auf der Grundlage des Konzepts der relativen Stärke

Hanel, Michael - 1991

Persistent link: https://www.econbiz.de/10013391836

Der Anlageerfolg des Minimum-Varianz-Portfolios : eine empirische Untersuchung am deutschen, englischen, japanischen, kanadischen und US-amerikanischen Aktienmarkt

Kleeberg, Jochen M. - 1995 - 2., unveränd. Aufl.

Persistent link: https://www.econbiz.de/10013438231

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