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On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020
Persistent link: https://www.econbiz.de/10012165614
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Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni; Sghaier, Nadia - In: Journal of banking & finance 37 (2013) 2, pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
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How can long memory in volatility be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela; Mansouri, Fayçal - In: Journal of quantitative economics : official journal of … 11 (2013) 1/2, pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
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In search of cushion? : crash aversion and the cross-section of expected stock returns worldwide
Weigert, Florian - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010410456
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Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Revista Brasileira de Finanças : RBFin 10 (2012) 4, pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
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Managing fixed-income index funds
Para, Elizabeth; Dasgupta, Partha - In: Active index investing : maximizing portfolio …, (pp. 433-454). 2004
Persistent link: https://www.econbiz.de/10003333648
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Predictable patterns in ETFs' return and tracking error
Rompotis, Gerasimos G. - In: Studies in economics and finance 28 (2011) 1, pp. 14-35
Persistent link: https://www.econbiz.de/10009007581
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The performance of socially responsible investment funds and exchange-traded funds : evidence from Johannesburg stock exchange
Marozva, Godfrey - In: Corporate ownership & control : international … 11 (2013/14) 4, pp. 143-152
Persistent link: https://www.econbiz.de/10011338945
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Can exchange traded funds be used to exploit industry and country momentum?
Andreu, Laura; Swinkels, Laurens; Tjong-A-Tjoe, Liam - In: Financial markets and portfolio management 27 (2013) 2, pp. 127-148
Persistent link: https://www.econbiz.de/10009754542
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What drives fund flows to index ETFs and mutual funds? : a panel analysis of funds in India
Narend, S.; Thenmozhi, M. - In: Decision 43 (2016) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10011534252