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1
Idiosyncratic volatility and equity returns : UK evidence
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 539-556
Persistent link: https://www.econbiz.de/10003764468
Saved in:
2
Theory and practice of valuation approaches in renewable energy investments : a survey among investment professionals
Hürlimann, Christian
;
Ali, Jasim al-
;
Bengoa, Dolores S.
- In:
World review of entrepreneurship, management and …
15
(
2019
)
5
,
pp. 589-643
Persistent link: https://www.econbiz.de/10012158833
Saved in:
3
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
Saved in:
4
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
5
Value at risk estimation for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
6
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
7
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
8
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
Saved in:
9
Risk-management criteria in the Latin-American stock markets : an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry
Lorenzo-Valdés, Arturo
;
Ruíz-Porras, Antonio
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 430-450
Persistent link: https://www.econbiz.de/10011440889
Saved in:
10
Sovereign credit ratings, market volatility, and financial gains
Afonso, António
;
Gomes, Pedro
;
Taamouti, Abderrahim
-
2014
Persistent link: https://www.econbiz.de/10011554962
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