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. |
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 |
Strong-hand conjecture : agent-based numerical simulation
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2021 |
Karaś, Marek |
Correlation diversified passive portfolio strategy based on permutation of assets
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2021 |
Sakurai, Yutaka |
Strong-hand conjecture: agent-based numerical simulation
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2021 |
Karaś, Marek |
A practitioner's view of the long-term and recent performance of multifactor investment strategies
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2021 |
Liu, Ding |
Correlation diversified passive portfolio strategy based on permutation of assets
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2021 |
Sakurai, Yutaka |
Cryptocurrency versus other financial instruments : how a small market affects a large market
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2021 |
Szczepańska-Przekota, Anna |
Portfolio rebalancing, conflicts of interest of delegated investment management and seasonality in Canadian financial markets
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2021 |
Athanassakos, George |
Abnormal returns and stock price movements : some evidence from developed and emerging markets
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2021 |
Caporale, Guglielmo Maria |