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Gold, inflation and exchange rate in dollarized economies : a comparative study of Turkey, Peru and the United States

Sui, Meng; Rengifo, Erick W.; Court, Eduardo - In: International review of economics & finance : IREF 71 (2021), pp. 82-99

Persistent link: https://www.econbiz.de/10012627761

Stock recommendations from stochastic discounted cash flows

Bottazzi, Giulio; Cordoni, Francesco; Livieri, Giulia; … - 2020

This paper presents two stocks recommendation systems based on a stochastic characterization of firm present value that extends the conventional discounted cash flow analysis. In the Single-Stock Quantile recommendation system, the market price of a company's stocks is compared with the...

Persistent link: https://www.econbiz.de/10012229900

Sustainable investments in the Norwegian stock market

Fiskerstrand, Sondre R.; Fjeldavli, Susanne; Leirvik, Thomas - In: Journal of sustainable finance & investment 10 (2020) 3, pp. 294-310

Persistent link: https://www.econbiz.de/10012286275

Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: Applied economics 52 (2020) 43, pp. 4745-4764

Persistent link: https://www.econbiz.de/10012298738

Do carry trade returns show signs of long memory?

Auer, Benjamin R.; Hoffmann, Andreas - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 201-208

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A tactical asset allocation strategy that exploits variations in VIX

Cloutier, Richard; Djatej, Arsen; Kiefer, Dean - In: Investment management and financial innovations 14 (2017) 1, pp. 27-34

Persistent link: https://www.econbiz.de/10011815740

A portfolio strategy with hedge funds and liquid alternatives

Stone, E. William; White, Paul J. - In: Journal of investment management : JOIM 15 (2017) 4, pp. 30-50

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Volatility targeting using delayed diffusions

Torricelli, Lorenzo - In: Applied mathematical finance 25 (2018) 3/4, pp. 213-246

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The economic significance of CDS price discovery

Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30

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Can real estate investors avoid specific risk?

Baum, Andrew; Colley, Nick - In: Abacus : a journal of accounting, finance and business … 53 (2017) 3, pp. 395-430

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