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Liu, Wei; Kolari, James W. - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-26

statistics decrease as multifactors are incrementally added to the CRSP index; and (2) the resultant multifactor market indexes …

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Option-implied correlations, factor models, and market risk

Buss, Adrian; Schönleber, Lorenzo; Vilkov, Grigory - 2017

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The valuation of patents using third-party data : the Ocean Tomo 300 Patent Index

Mauck, Nathan; Pruitt, Stephen W. - In: Applied economics 48 (2016) 40/42, pp. 3995-3998

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Are capital markets turning efficient? : need for financial market efficiency index

Arora, Ruchi; Mehra, Rishi - In: International journal of financial engineering 10 (2023) 1, pp. 1-28

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Is the index efficient? : a worldwide tour with stochastic dominance

Kolokolova, Olga; Le Courtois, Olivier; Xu, Xia - In: Journal of financial markets 59 (2022) 2, pp. 1-17

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Stochastic dominance efficiency analysis of diversified portfolios : classification, comparison and refinements

Lizyayev, Andrey - 2010

For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...

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Specific patterns in portfolio analysis

Anghelache, Gabriela Victoria; Anghel, Mǎdǎlina Gabriela - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 7-24

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Are private banks the better banks? : An insight into the principal-agent structure and risk-taking behavior of German banks

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Dynamic portfolio allocation in goals-based wealth management

Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Computational management science 17 (2020) 4, pp. 613-640

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Portfolio selection in euro area with CAPM and Lower Partial Moments models

Fonseca, José Soares da - In: Portuguese economic journal 19 (2020) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10012254543