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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

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

Il mercato azionario

Caparrelli, Franco - 1995 - 1. ed

Persistent link: https://www.econbiz.de/10000960606

The Effect of Market Structure and Risk Taking On the Efficiency of Banks Accepted in Tehran Stock Exchange

Saadati Sharafeh, Taha - 2019

The present study aimed to investigate the effect of market structure and risk taking on the efficiency of banks accepted in Tehran Stock Exchange. This study was an applied research and all the banks accepted in Tehran Stock Exchange participated in the study and among them, 10 banks were...

Persistent link: https://www.econbiz.de/10012893439

A Security Market Plane Approach to Stock Selection

Ferguson, Robert - 2018

high "yield alpha" may be especially rewarding portfolio candidates for institutions with low tax rates. Furthermore, just … must be used with care. Too aggressive pursuit of the optimal portfolio may lead to excessive trading costs. On the other …

Persistent link: https://www.econbiz.de/10012928355

Stock portfolio selection using aspiration level-oriented procedure : real case on the RM-SYSTEM Czech stock exchange

Fiala, Petr; Borovička, Adam - In: Central European journal of operations research 30 (2022) 2, pp. 781-805

Persistent link: https://www.econbiz.de/10013185426

Practical aspects of portfolio selection and optimisation on the capital market

Turcas, Florin; Dumiter, Florin; Brezeanu, Petre; … - In: Economic research 30 (2017) 1,1, pp. 14-30

Persistent link: https://www.econbiz.de/10012222192

Rough sets : technical computer intelligence applied to financial market

Kaupa, Paulo Henrique; Sassi, Renato José - In: International journal of business innovation and research 13 (2017) 1, pp. 130-145

Persistent link: https://www.econbiz.de/10011724272

Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies

Iqbal, Javed; Sandhu, Moeed Ahmad; Amin, Shaheera; … - In: Review of economics and development studies 5 (2019) 1, pp. 183-196

Persistent link: https://www.econbiz.de/10012053302

Interest Rate Risk of Zero-Coupon Bond Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk

Maleki Nia, Nahid - 2019

Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in … related indirectly and insignificantly to the immunization risk inherent in a bond portfolio. The main goal of this study is …

Persistent link: https://www.econbiz.de/10012864002

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