Similar Search Results

Sheppard, Kevin - 2004

Persistent link: https://www.econbiz.de/10003550225

Billio, Monica; Caporin, Massimiliano; Gobbo, Michele - In: Applied financial economics letters 2 (2006) 2, pp. 123-130

Persistent link: https://www.econbiz.de/10003302525

Anghelache, Constantin; Anghel, Mădălina Gabriela - In: Theoretical and applied economics : GAER review 21 (2014) 4, pp. 53-66

Persistent link: https://www.econbiz.de/10010532227

Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283

Persistent link: https://www.econbiz.de/10009760686

Papailias, Fotis; Thomakos, Dimitrios D. - In: Financial markets and portfolio management 29 (2015) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10010500749

Baltas, Nick - 2019

dynamic leverage mechanism. The correlation-adjusted variant outperforms the naive implementation of the strategy and the …

Persistent link: https://www.econbiz.de/10012905544

Menchero, Jose; Ji, Lei - In: Journal of investment management : JOIM 19 (2021) 3, pp. 60-80

Persistent link: https://www.econbiz.de/10013041084

Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54

Persistent link: https://www.econbiz.de/10012630868

Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Financial markets and portfolio management 35 (2021) 3, pp. 309-352

Persistent link: https://www.econbiz.de/10012616164

Jarjour, Riad; Chan, Kung-sik - In: Journal of econometrics 216 (2020) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10012439656