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Metcalfe's law and log-period power laws in the cryptocurrencies market
Pele, Daniel Traian; Mazurencu-Marinescu-Pele, Miruna - 2019
In this paper the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling. The results show, in the medium to long-run, the validity of Metcalfe's...
Persistent link: https://www.econbiz.de/10012007412
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Metcalfe's law and herding behaviour in the cryptocurrencies market
Pele, Daniel Traian; Mazurencu-Marinescu-Pele, Miruna - 2019
In this paper, the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling. The results show, in the medium to long-run, the validity of Metcalfe's...
Persistent link: https://www.econbiz.de/10011976108
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Further exploration of global asset GMVPs : does risk reduction benefit from weekly data?
Zibri, Arben; Kukeli, Agim - In: International business and economics research journal 14 (2015) 2, pp. 261-268
Persistent link: https://www.econbiz.de/10010529967
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Does GMVP strategy reduce risk? : a global asset approach
Zibri, Arben; Kukeli, Agim - In: The journal of applied business research 30 (2014) 6, pp. 1873-1882
Persistent link: https://www.econbiz.de/10010471113
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Incorporating ESG into optimal stock portfolios for the global timber & forestry industry
Lööf, Hans; Sahamkhadam, Maziar; Stephan, Andreas - 2022
Persistent link: https://www.econbiz.de/10013194255
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Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 53 (2021) 12, pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
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Sustainable portfolio management under climate change
Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
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Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya; Prasanna, Krishna - In: Journal of risk 20 (2017/2018) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
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Meteor showers and global asset allocation
Ahmed, Rashad; Hasan, Mohammad S.; Sultan, Jahangir - In: The European journal of finance 26 (2020) 17, pp. 1703-1724
Persistent link: https://www.econbiz.de/10012314648
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Why don't asset managers accelerate ESG investing? : a sentiment analysis based on 13,000 messages from finance professionals
Zeidan, Rodrigo - In: Business strategy and the environment 31 (2022) 7, pp. 3028-3039
Persistent link: https://www.econbiz.de/10013463194