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Volatility forecasting for mutual fund portfolios

Jones, Samuel Kyle - In: North American journal of finance and banking research 5 (2011) 5, pp. 13-22

Persistent link: https://www.econbiz.de/10009268680

The impact of skewness in the hedging decision

Gilbert, Scott; Jones, Samuel Kyle; Morris, Gay Hatfield - In: The journal of futures markets 26 (2006) 5, pp. 503-520

Persistent link: https://www.econbiz.de/10003309343

Expected utility and the non-normal returns of common portfolio rebalancing strategies

JOnes, Samuel Kyle; Stine, Joe Bert - In: The journal of asset management 10 (2009/10) 6, pp. 406-419

Persistent link: https://www.econbiz.de/10003924926

Closed-end country fund premiums and economic freedom

Jones, Samuel Kyle; Stroup, Michael D. - In: Applied financial economics 20 (2010) 19/21, pp. 1639-1649

Persistent link: https://www.econbiz.de/10009011574

Economic freedom and the mispricing of single-state municipal bond closed-end funds

Jones, Samuel Kyle; Stroup, Michael D. - In: Journal of economics and finance 37 (2013) 2, pp. 173-187

Persistent link: https://www.econbiz.de/10009750369

On conditional volatility transmission among mutual fund portfolios

Jones, Samuel Kyle; Thompson, Mark A. - In: Applied financial economics letters 1 (2005) 6, pp. 339-342

Persistent link: https://www.econbiz.de/10003229631

Constant Mix Portfolios and Risk Aversion

Jones, Samuel Kyle - 2013

Merton (1969) established the conditions under which a constant mix portfolio strategy is optimal across a multi-period investment horizon. A central tenant of Merton's paper is that the investor's portfolio must be rebalanced continuously. In practice, portfolios are not rebalanced...

Persistent link: https://www.econbiz.de/10013083469

The impact of skewness in the hedging decision

Gilbert, Scott; Jones, Samuel Kyle; Morris, Gay Hatfield - In: The journal of futures markets 26 (2006) 5, pp. 503

Persistent link: https://www.econbiz.de/10006808285

Closed-end country fund premiums and economic freedom

Jones, Samuel Kyle; Stroup, Michael - In: Applied financial economics 20 (2010) 21, pp. 1639-1650

Persistent link: https://www.econbiz.de/10008720631

Expected utility and the non-normal returns of common portfolio rebalancing strategies

JOnes, Samuel Kyle; Stine, Joe Bert - In: The journal of asset management 10 (2009/10) 6, pp. 406-419

Persistent link: https://www.econbiz.de/10009871057