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Estimation error in mean returns and the mean-variance efficient frontier
Simaan, Majeed; Simaan, Yusif E.; Tang, Yi - In: International review of economics & finance : IREF 56 (2018), pp. 109-124
Persistent link: https://www.econbiz.de/10012033674
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Stock market prediction using multivariate neural network backpropagation
Kristian, Tendra; Kristanti, Farida Titik - In: Understanding digital industry : proceedings of the …, (pp. 223-226). 2020
Persistent link: https://www.econbiz.de/10012226402
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Post acquisition analysis and evaluation with regard to diversification
Rosby, K.; Chalid, D. A. - In: Understanding digital industry : proceedings of the …, (pp. 271-274). 2020
Persistent link: https://www.econbiz.de/10012226470
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A study on the relationship between diversification and firm performance using the GSEM method
Vu Huu Thanh; Nguyen Minh Ha - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10012423707
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Financial diversification before modern portfolio theory : UK financial advice documents in the late nineteenth and the beginning of the twentieth century
Rutterford, Janette; Sōtēropulos, Dēmētrēs P. - In: The European journal of the history of economic thought 23 (2016) 6, pp. 919-945
Persistent link: https://www.econbiz.de/10011713274
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Efficient diversification with Shariah-compliant stocks : evidence from the South-East European capital markets
Zaimović, Azra; Arnaut-Berilo, Almira; Osmanbegović, Azra - In: Islamic finance practices : experiences from South …, (pp. 111-129). 2020
Diversification possibilities enable investors to manage portfolio risk and decrease exposure to it, in order to … classes set, it is assumed that diversification possibilities are reduced also. In this paper, we investigate the mean … data is used to identify possibilities of diversification among SCSs, all sample stocks, European and regional stock market …
Persistent link: https://www.econbiz.de/10012221167
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Equity diversification and capital allocation efficiency : evidence from China's mixed ownership reform
Wang, Qi; Ma, Zhong - In: IEIS 2021 : Proceedings of 8th International Conference …, (pp. 37-44). 2022
Persistent link: https://www.econbiz.de/10013366625
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Contributing factors of long-term ADR holding period returns : an up-to-date analysis
Schaub, Mark; Simmons, Garland - In: Research in finance 36 (2020), pp. 145-166
Persistent link: https://www.econbiz.de/10012583860
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Corporate diversification and the cost of debt : evidence from REIT bank loans and mortgages
Demirci, Irem; Eichholtz, Piet; Yönder, Erkan - In: The journal of real estate finance and economics 61 (2020) 3, pp. 316-368
Persistent link: https://www.econbiz.de/10012293189
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Measuring persistence in volatility spillovers : conference paper
Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013
This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a foreign volatility innovation on a conditional...
Persistent link: https://www.econbiz.de/10010341118