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REITs in a mixed-asset portfol...
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21
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and
diversification
before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
22
Unifying portfolio
diversification
measures using Rao's quadratic entropy
Carmichael, Benoît
;
Koumou, Gilles Boevi
;
Moran, Kevin
- In:
Journal of quantitative economics
21
(
2023
)
4
,
pp. 769-802
Persistent link: https://www.econbiz.de/10014518461
Saved in:
23
A
correlation
-based portfolio choice algorithm
Ross, Jonathan
;
Madsen, Joshua
;
Alexander, Gordon J.
-
2024
Persistent link: https://www.econbiz.de/10015046858
Saved in:
24
International stock return comovements
Bekaert, Geert
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003732643
Saved in:
25
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
-
2006
Persistent link: https://www.econbiz.de/10003395319
Saved in:
26
Does institutional ownership matter for international stock return comovement?
Faias, José Afonso
;
Ferreira, Miguel A.
- In:
Journal of international money and finance
78
(
2017
),
pp. 64-83
Persistent link: https://www.econbiz.de/10011788345
Saved in:
27
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
28
Translating financial integration into
correlation
risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
29
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
30
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
Saved in:
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