| A novel derivation and interpretation of the Kelly criterion
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2022 |
Kull, Andreas |
| Islamic mutual funds : contracts, structures, screening and pricing mechanisms
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2022 |
Suleiman, Abubakar |
| Is volatility a friend or enemy of your stock and fund investments?
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2022 |
Chen, Longchong |
| Does reinvesting payouts in plain vanilla exchange-traded funds enhance household portfolio performance?
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2022 |
Wanger, Hans Philipp |
| The risk-reversal premium
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2022 |
Hull, Blair |
| Dynamic signal selection strategies
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2022 |
Madan, Dilip B. |
| Dynamic rebalancing of a risk parity investment portfolio
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2022 |
Ning, Yixi |
| Creating factor clusters in the alternative Undertakings for Collective Investment in Transferable Securities (UCITS) universe
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2022 |
Trecourt, Pierre |
| Trading strategies and weekly anomalies in the stock market : Mexico, Indonesia, Nigeria and Turkey
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2022 |
Gahlot, Ruchika |
| Enhanced expected impact cost model under abnormally high volatility
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2022 |
Tucci, Gabriel |
| Exploring the equity-bond relationship in a low-rate environment with unsupervised learning
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2022 |
Baynes, Lucas |
| Pricing options using expected profit and loss measures
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2022 |
Venter, J. H. |
| Forecasting volatility and market returns using the CBOE Volatility Index and its options
|
2021 |
Stanley, Spencer T. |
| Corporate equity performance and changes in firm characteristics
|
2021 |
Blank, Brian |
| Uncertain risk parity
|
2021 |
Shah, Anish R. |
| Performance attribution for multifactorial equity portfolios
|
2021 |
Abergel, Frédéric |
| Is factor momentum greater than stock momentum?
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2021 |
Falck, Antoine |
| What drives the January seasonality in the illiquidity premium? : evidence from international stock markets
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2021 |
Zaremba, Adam |
| Strong-hand conjecture : agent-based numerical simulation
|
2021 |
Karaś, Marek |
| Correlation diversified passive portfolio strategy based on permutation of assets
|
2021 |
Sakurai, Yutaka |
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