Narrow search
Showing 1 - 10 of 691,465
Cover Image
Political beta
Fisman, Raymond; Knill, April M.; Mityakov, Sergey; … - In: Review of finance : journal of the European Finance … 26 (2022) 5, pp. 1179-1215
Persistent link: https://www.econbiz.de/10013399704
Cover Image
Diversification and portfolio theory: a review
Koumou, Gilles Boevi - In: Financial markets and portfolio management 34 (2020) 3, pp. 267-312
Persistent link: https://www.econbiz.de/10012289665
Cover Image
Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
Cover Image
A concave security market line
De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Cover Image
Time-varying conditional beta, return spillovers, and dynamic bank diversification strategies
Wang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 272-280
Persistent link: https://www.econbiz.de/10012655045
Cover Image
A simple diversified portfolio strategy
Hanke, Bernd; Quigley, Garrett - In: Journal of investment management : JOIM 12 (2014) 4, pp. 42-67
Persistent link: https://www.econbiz.de/10011634694
Cover Image
The risk-reversal premium
Hull, Blair; Sinclair, Euan - In: The journal of investment strategies 11 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
Cover Image
On the county-level credit outcome beta
Desai, Chintal A.; Elliehausen, Gregory E.; Lawrence, … - In: Journal of financial services research : JFSR 45 (2014) 2, pp. 201-218
Persistent link: https://www.econbiz.de/10010401073
Cover Image
Whither Diversification?
Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2023
Asset diversification has long been fundamental to investment risk mitigation. We compute new long-term country …-specific indices of diversification potential for equity, sovereign debt, and real estate. Findings for the 1986-2021 study period … indicate markedly declining or persistently dampened diversification potential for all asset classes. Declines in …
Persistent link: https://www.econbiz.de/10014257911
Cover Image
Asset pricing with time-varying betas for stock traded on S&P 500
Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518
Persistent link: https://www.econbiz.de/10010462694