Showing 1 - 10 of 70
Persistent link: https://www.econbiz.de/10014245279
Persistent link: https://www.econbiz.de/10014472764
Persistent link: https://www.econbiz.de/10013366418
Persistent link: https://www.econbiz.de/10013201930
Persistent link: https://www.econbiz.de/10012877557
Persistent link: https://www.econbiz.de/10012607735
Persistent link: https://www.econbiz.de/10012652596
Persistent link: https://www.econbiz.de/10013197951
Persistent link: https://www.econbiz.de/10012249233
Using a sample of international equity markets over the period 2001-2020, this paper aims to empirically investigate the implications in terms of asset allocation and the key properties of kurtosis-based strategies compared to the more traditional volatility-based strategies for financial...
Persistent link: https://www.econbiz.de/10014257370