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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre - 2003
Persistent link: https://www.econbiz.de/10001754325
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Risk, return and international portfolio diversification : K-means clustering data
Dziuba, Pavlo; Glukhova, Darya; Shtogrin, Kyryl - In: Baltic Journal of Economic Studies 8 (2022) 3, pp. 53-64
Persistent link: https://www.econbiz.de/10013448685
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The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
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Risikoeigenschaften der internationalen Aktienindizes
Garobbio, Roberto C. - 1995 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10000918978
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Risikoeigenschaften der internationalen Aktienindizes
Garobbio, Roberto C. - 1994
Persistent link: https://www.econbiz.de/10000899278
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Anomalous Deal Return Capture : A Cross-Sectional Study of Three Hypothetical Global Merger Risk Arbitrage Portfolios 2000-2016
McCarron, Daniel - 2017
of such from noise/shock trading and the risk & return characteristics of a merger arbitrage trading strategy …' risk and returns series against a non-U.S. benchmark. This study demonstrates that alpha can be added by purchasing target …
Persistent link: https://www.econbiz.de/10012958921
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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Global idiosyncratic risk moments
Baghdadabad, Mohammadreza Tavakoli; Mallik, Girijasankar - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 731-764
Persistent link: https://www.econbiz.de/10011949902
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Consumption Risk and International Asset Returns : Some Empirical Evidence
Cumby, Robert E. - 1987
The paper examines if real stock returns in four countries are consistent with consumption-based models of international asset pricing. The paper finds that ex-ante real stock returns exhibit statistically significant fluctuations over time and that these fluctuations cannot be explained by...
Persistent link: https://www.econbiz.de/10012476685
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906