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Monetary shocks, exchange rates and trade balances : evidence from inflation targeting countries
Ivrendi, Mehmet; Güloğlu, Bülent - In: Economic modelling 27 (2010) 5, pp. 1144-1155
Persistent link: https://www.econbiz.de/10008824896
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Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Aydemir, Resul; Atan, Huzeyfe Zahit; Güloğlu, Bülent - In: International journal of Islamic and Middle Eastern … 17 (2024) 1, pp. 16-44
Persistent link: https://www.econbiz.de/10014478178
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Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
Bağcı, Mahmut; Soylu, Pınar Kaya - In: Financial innovation : FIN 10 (2024), pp. 1-28
We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and threshold rebalancing (TR) strategies. PR refers to the process of adjusting the relative weight of assets within portfolios at regular time intervals, whereas TR is a process...
Persistent link: https://www.econbiz.de/10014541693