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Commercial banking : the management of risk

Gup, Benton E.; Kolari, James W. - 2005 - 3. ed.

Persistent link: https://www.econbiz.de/10013490420

Introduction to global business : understanding the international environment and global business functions

Gaspar, Julian E.; Arreola-Risa, Antonio; Bierman, Leonard - 2023 - Third edition

Persistent link: https://www.econbiz.de/10014283840

Professional Investment Portfolio Management : Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

Kolari, James W.; Liu, Wei; Pynnönen, Seppo - 2023

Part I: Introduction -- Chapter 1: Portfolio Theory and Practice -- Part II: Previous Asset Pricing Models -- Chapter 2: General Equilibrium Asset Pricing Models -- Chapter 3: Multifactor Asset Pricing Models -- Part III: The ZCAPM -- Chapter 4: A New Asset Pricing Model: The ZCAPM -- Chapter 5:...

Persistent link: https://www.econbiz.de/10014467008

Momentum and reversal : information from prior returns

Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336

Persistent link: https://www.econbiz.de/10014439916

Dynamic risk adjustment in long-run event study tests

Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764

Persistent link: https://www.econbiz.de/10014440123

What's the expected loss when Bitcoin is under cyberattack? : a fractal process analysis

Grobys, Klaus; Dufitinema, Josephine; Sapkota, Niranjan; … - In: Journal of international financial markets, … 77 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013357252

International tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Butt, Hilal Anwar; … - In: Journal of international financial markets, … 79 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013358733

Man versus machine : on artificial intelligence and hedge funds performance

Grobys, Klaus; Kolari, James W.; Niang, Joachim - In: Applied economics 54 (2022) 40, pp. 4632-4646

Persistent link: https://www.econbiz.de/10013411004

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...

Persistent link: https://www.econbiz.de/10013504695

Better not forget : on the memory of S&P 500 survivor stock companies

Grobys, Klaus; Han, Yao; Kolari, James W. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-16

This study explores the dependency structure of S&P 500 survivor stocks. Using a hand-collected sample of stocks that survived in the S&P 500 since March 1957, we employ rescaled/range analysis to investigate survivors. First, we find nonlinearities in the return processes of survivor stocks due...

Persistent link: https://www.econbiz.de/10014305602