Narrow search
Showing 1 - 10 of 31,580
Cover Image
Introducing global term structure in a risk parity framework
Stagnol, Lauren - 2017
Persistent link: https://www.econbiz.de/10011738994
Cover Image
Sorting out downside beta
Post, Thierry (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10008663204
Cover Image
An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465
Cover Image
The impact of extreme values on the assessment of financial assets
Mansour, Sihem; Hellara, Slaheddine - In: International journal of monetary economics and finance 8 (2015) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10011374612
Cover Image
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Cover Image
Is industry beta time-varying or constant : evidence from Colombo stock exchange
Peris, T. Ui; Dayaratne, D. A. I. - In: Journal of world economic review 7 (2012) 2, pp. 159-165
Persistent link: https://www.econbiz.de/10009697249
Cover Image
Systematic tail risk
Oordt, Maarten van; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010225580
Cover Image
Average drawdown risk and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza; Glabadanidis, Paskalis - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Cover Image
VaR and the cross-section of expected stock returns : an emerging market evidence
Chen, Dar-hsin; Chen, Chun-Da; Wu, Su-chen - In: Journal of business economics and management 15 (2014) 3, pp. 441-459
Persistent link: https://www.econbiz.de/10010376607
Cover Image
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin; Xu, Wen - 2014
Persistent link: https://www.econbiz.de/10010365630