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Different variants of fundamental portfolio
Tarczyński, Waldemar - In: Folia oeconomica Stetinensia : FOS 14 (2014) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10010518929
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Is a night better than a day : empirical evidence
Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent economics & finance 2 (2014) 1, pp. 2-10
In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...
Persistent link: https://www.econbiz.de/10010474316
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Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets
Mollet, Janick Christian; Ziegler, Andreas - In: Review of financial economics : RFE 23 (2014) 4, pp. 208-216
Persistent link: https://www.econbiz.de/10010442562
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Does bank capitalization matter for bank stock returns?
Huang, Quibin; Haan, Jakob de; Scholtens, Bert - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-23
Persistent link: https://www.econbiz.de/10012654904
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The relation of the US dollar with oil prices, gold prices, and the US stock market
Azar, Samih Antoine - In: Research in world economy 6 (2015) 1, pp. 159-171
Persistent link: https://www.econbiz.de/10011415600
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The profitability of the strategy linking fundamental, portfolio and technical analysis on the Polish Capital Market
Flotyński, Marcin - In: Folia oeconomica Stetinensia : FOS 16 (2016) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10011713443
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Internal relevance between analysts' forecasts and target prices : informativeness and investment value
Li, Tao; Nan, Wenxiu; Sultan, Jahangir - In: Applied economics 55 (2023) 42, pp. 4890-4910
Persistent link: https://www.econbiz.de/10014334844
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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Predictions, nonlinearities and portfolio choice : applications of artificial neural networks to German market indexes
Kruse, Friedrich Christian - 2012 - 1. Aufl
Persistent link: https://www.econbiz.de/10009628440