发布求助
文献互助 智能选刊 最新文献

Financial Markets and Portfolio Management最新文献

筛选
英文 中文
Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks 日内反转和动量交易策略可行吗?德国蓝筹股分析
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-05-19 DOI: 10.1007/s11408-020-00356-2
T. Herberger, M. Horn, A. Oehler
{"title":"Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks","authors":"T. Herberger, M. Horn, A. Oehler","doi":"10.1007/s11408-020-00356-2","DOIUrl":"https://doi.org/10.1007/s11408-020-00356-2","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"169 1","pages":"179 - 197"},"PeriodicalIF":1.9,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80629924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Portfolio creation using artificial neural networks and classification probabilities: a Canadian study 使用人工神经网络和分类概率创建投资组合:一项加拿大研究
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-04-15 DOI: 10.1007/s11408-020-00350-8
T. Morris, Jules Comeau
{"title":"Portfolio creation using artificial neural networks and classification probabilities: a Canadian study","authors":"T. Morris, Jules Comeau","doi":"10.1007/s11408-020-00350-8","DOIUrl":"https://doi.org/10.1007/s11408-020-00350-8","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"5 1","pages":"133 - 163"},"PeriodicalIF":1.9,"publicationDate":"2020-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82334108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts Claudia Zeisberger, Michael Prahls和Bowen White:精通私募股权:通过风险资本，少数股权投资和收购进行转型
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-03-06 DOI: 10.1007/s11408-020-00351-7
M. De Oliveira
{"title":"Claudia Zeisberger, Michael Prahls and Bowen White: Mastering Private Equity: transformation via venture capital, minority investments and buyouts","authors":"M. De Oliveira","doi":"10.1007/s11408-020-00351-7","DOIUrl":"https://doi.org/10.1007/s11408-020-00351-7","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"36 1","pages":"215 - 217"},"PeriodicalIF":1.9,"publicationDate":"2020-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84418717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
The effect of ETFs on financial markets: a literature review etf对金融市场的影响:文献综述
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-02-28 DOI: 10.1007/s11408-020-00349-1
Luca J. Liebi
{"title":"The effect of ETFs on financial markets: a literature review","authors":"Luca J. Liebi","doi":"10.1007/s11408-020-00349-1","DOIUrl":"https://doi.org/10.1007/s11408-020-00349-1","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"6 1","pages":"165 - 178"},"PeriodicalIF":1.9,"publicationDate":"2020-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72943499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Aggregate insider trading and the prediction of corporate credit spread changes 汇总内幕交易与企业信用利差变化预测
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-02-22 DOI: 10.1007/s11408-020-00344-6
Patrick Hable, Patrick Launhardt
{"title":"Aggregate insider trading and the prediction of corporate credit spread changes","authors":"Patrick Hable, Patrick Launhardt","doi":"10.1007/s11408-020-00344-6","DOIUrl":"https://doi.org/10.1007/s11408-020-00344-6","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"64 1","pages":"1 - 31"},"PeriodicalIF":1.9,"publicationDate":"2020-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73760224","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Which firms benefit from market making? 哪些公司从做市中获益?
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-02-20 DOI: 10.1007/s11408-020-00345-5
Y. Chung, S. T. Kim, K. Kutsuna, Richard L. Smith
{"title":"Which firms benefit from market making?","authors":"Y. Chung, S. T. Kim, K. Kutsuna, Richard L. Smith","doi":"10.1007/s11408-020-00345-5","DOIUrl":"https://doi.org/10.1007/s11408-020-00345-5","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"250 1","pages":"33 - 63"},"PeriodicalIF":1.9,"publicationDate":"2020-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83627730","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization 加密货币投资组合选择与优化的马尔可夫切换COGARCH方法
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-02-13 DOI: 10.1007/s11408-020-00346-4
J. Mba, S. Mwambi
{"title":"A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization","authors":"J. Mba, S. Mwambi","doi":"10.1007/s11408-020-00346-4","DOIUrl":"https://doi.org/10.1007/s11408-020-00346-4","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"138 1","pages":"199 - 214"},"PeriodicalIF":1.9,"publicationDate":"2020-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80396351","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 17
Lasse Heje Pedersen: Efficiently inefficient: how smart money invests and market prices are determined Lasse Heje Pedersen:效率低下:聪明的资金如何投资和市场价格是如何决定的
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-02-07 DOI: 10.1007/s11408-020-00348-2
Vitaly Orlov
{"title":"Lasse Heje Pedersen: Efficiently inefficient: how smart money invests and market prices are determined","authors":"Vitaly Orlov","doi":"10.1007/s11408-020-00348-2","DOIUrl":"https://doi.org/10.1007/s11408-020-00348-2","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"8 1","pages":"129 - 131"},"PeriodicalIF":1.9,"publicationDate":"2020-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88567950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The stock market’s reaction to macroeconomic news under ambiguity 股市对宏观经济消息的反应模棱两可
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-01-29 DOI: 10.1007/s11408-019-00342-3
Ariel M. Viale, Antoine Giannetti, Luis García‐Feijóo
{"title":"The stock market’s reaction to macroeconomic news under ambiguity","authors":"Ariel M. Viale, Antoine Giannetti, Luis García‐Feijóo","doi":"10.1007/s11408-019-00342-3","DOIUrl":"https://doi.org/10.1007/s11408-019-00342-3","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"1 1","pages":"65 - 97"},"PeriodicalIF":1.9,"publicationDate":"2020-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73072220","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Collateral affects return risk: evidence from the euro bond market 抵押品影响回报风险:来自欧元债券市场的证据
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-01-13 DOI: 10.1007/s11408-019-00343-2
Stig Helberg, Snorre Lindset
{"title":"Collateral affects return risk: evidence from the euro bond market","authors":"Stig Helberg, Snorre Lindset","doi":"10.1007/s11408-019-00343-2","DOIUrl":"https://doi.org/10.1007/s11408-019-00343-2","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"71 1 1","pages":"99 - 128"},"PeriodicalIF":1.9,"publicationDate":"2020-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77456452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信