Narrow search
Showing 1 - 10 of 3,303
Cover Image
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung - In: Quantitative fund management, (pp. 43-66). 2009
Persistent link: https://www.econbiz.de/10003796940
Cover Image
Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Cover Image
Did long-short investors destabilize commodity markets
Miffre, Joëlle; Brooks, Chris - 2013
Persistent link: https://www.econbiz.de/10009782761
Cover Image
Tail risk managed investment strategies
Rickenberg, Lars - 2020
Persistent link: https://www.econbiz.de/10012483347
Cover Image
Asset valuation impact of investor sentiment : a revised Fama-French five-factor model
Dhaoui, Abderrazak; Bensalah, Nesrine - In: The journal of asset management 18 (2017) 1, pp. 16-28
Persistent link: https://www.econbiz.de/10011592756
Cover Image
How to beat the machines before they beat you
Bhansali, Vineer - In: Journal of investment management : JOIM 17 (2019) 3, pp. 21-26
Persistent link: https://www.econbiz.de/10012111008
Cover Image
Dividend taxes, investor horizon, and idiosyncratic volatility
Li, Oliver Zhen; Liu, Hang; Ni, Chenkai - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 403-430
Persistent link: https://www.econbiz.de/10012596300
Cover Image
Value Investing Versus Other Investment Strategies : A Volatility Spillover Approach and Portfolio Hedging Strategies for Investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - 2022
Motivated by the incessant demand for portfolio diversification, this study examines the connectedness between value and diverse types of stocks (growth, momentum, ESG, high beta, classic S&P 500, volatility). The applied methodology encompasses the time-varying parameter vector autoregressive...
Persistent link: https://www.econbiz.de/10013403590
Cover Image
On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
Cover Image
Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors
Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013538949