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A simple method for predicting covariance matrices of financial returns
Johansson, Kasper; Boyd, Stephen; Ogut, Mehmet G.; … - 2023
A Simple Method for Predicting Covariance Matrices of Financial Returns makes three contributions. It proposes a new method for predicting the time-varying covariance matrix of a vector of financial returns and a new method for evaluating a covariance predictor. The third contribution is an...
Persistent link: https://www.econbiz.de/10014504758
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Do CFA charterholders make better hedge fund managers?
Zheng, Yao; Osmer, Eric - 2024
Persistent link: https://www.econbiz.de/10015047709
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Macroeconomic momentum and cross-sectional equity market indices
Kappou, Konstantina; Urquhart, Andrew - In: Journal of international financial markets, … 92 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
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Die Flow-Analyse : eine alternative Kapitalmarktanalyseform zur Optimierung der Portfoliomanagementprozesse
Bies, Jens - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432985
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Asymmetric causality between Bitcoin and tech stocks in the US market using mixed frequency data
Valadkhani, Abbas - In: Journal of economic studies 51 (2024) 3, pp. 569-586
Persistent link: https://www.econbiz.de/10015047980
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Has the heterogeneity of culture, investor sentiment and uncertainty altered bank stock returns in the MENA region?
Shah, Syed Faisal - In: Journal of economic studies 51 (2024) 3, pp. 649-666
Persistent link: https://www.econbiz.de/10015047997
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Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume; Deguest, Romain - In: European journal of operational research : EJOR 318 (2024) 2, pp. 686-700
Persistent link: https://www.econbiz.de/10015048042