Narrow search
Showing 1 - 5 of 5
Cover Image
Cyclicality in stock market volatility and optimal portfolio allocation
Hsu, Jason C.; Li, Feifei - In: Stock market volatility, (pp. 195-207). 2009
Persistent link: https://www.econbiz.de/10003830424
Cover Image
The duality of value and mean reversion
Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017
Persistent link: https://www.econbiz.de/10011602959
Cover Image
Investment and profitability : a quality factor that actually works
Hsu, Jason C.; Kalesnik, Vitali; Kose, Engin - In: Factor investing : from traditional to alternative risk …, (pp. 181-206). 2017
Persistent link: https://www.econbiz.de/10011795568
Cover Image
Risk-managing the uncertainty in VaR model parameters
Hsu, Jason C.; Kalesnik, Vitali - In: The VaR implementation handbook, (pp. 385-401). 2009
Persistent link: https://www.econbiz.de/10003827091
Cover Image
The thesis for green investing and other ESG through the looking glass of China and the US
Cornell, Bradford; Hsu, Jason C. - In: Climate investing : new strategies and implementation …, (pp. 349-364). 2022
Persistent link: https://www.econbiz.de/10014249589