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A new unbiased additive robust volatility estimation using extreme values of asset prices 利用资产价格极值的一种新的无偏加性稳健波动估计
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-07-02 DOI: 10.1007/s11408-020-00355-3
Muneer Shaik, S. Maheswaran
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引用次数: 1
Empirical analysis of the illiquidity premia of German real estate securities 德国房地产证券非流动性溢价的实证分析
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-07-01 DOI: 10.1007/s11408-021-00398-0
Thomas Paul, T. Walther, André Küster-Simic
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引用次数: 3
Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market 制度切换跳跃扩散市场中的时间一致均值方差资产负债管理
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-25 DOI: 10.1007/s11408-020-00360-6
Yu Yang, Yonghong Wu, B. Wiwatanapataphee
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引用次数: 0
Behavioral portfolio insurance strategies 行为投资组合保险策略
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-17 DOI: 10.1007/s11408-020-00353-5
M. Escobar-Anel, A. Lichtenstern, R. Zagst
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引用次数: 1
A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias 实证资产定价新方法的文献综述:遗漏变量和变量中误差偏差
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-09 DOI: 10.1007/s11408-020-00358-0
Solène Collot, Tobias Hemauer
{"title":"A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias","authors":"Solène Collot, Tobias Hemauer","doi":"10.1007/s11408-020-00358-0","DOIUrl":"https://doi.org/10.1007/s11408-020-00358-0","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"32 1","pages":"77 - 100"},"PeriodicalIF":1.9,"publicationDate":"2020-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82617286","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: 2
Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay 伊曼纽尔·赛斯和加布里埃尔·祖克曼:《不公正的胜利:富人如何逃税以及如何让他们纳税》
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-05 DOI: 10.1007/s11408-020-00362-4
Matthias Weber
{"title":"Emmanuel Saez and Gabriel Zucman: The Triumph of Injustice: How the Rich Dodge Taxes and How to Make Them Pay","authors":"Matthias Weber","doi":"10.1007/s11408-020-00362-4","DOIUrl":"https://doi.org/10.1007/s11408-020-00362-4","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"112 12 1","pages":"349 - 352"},"PeriodicalIF":1.9,"publicationDate":"2020-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72693386","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: 20
Diversification and portfolio theory: a review 多元化与投资组合理论综述
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-04 DOI: 10.1007/s11408-020-00352-6
G. Koumou
{"title":"Diversification and portfolio theory: a review","authors":"G. Koumou","doi":"10.1007/s11408-020-00352-6","DOIUrl":"https://doi.org/10.1007/s11408-020-00352-6","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"37 1","pages":"267 - 312"},"PeriodicalIF":1.9,"publicationDate":"2020-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75456869","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: 23
FMPM Best Paper Award 2019 2019年FMPM最佳论文奖
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-06-01 DOI: 10.1007/s11408-020-00359-z
Markus Schmid
{"title":"FMPM Best Paper Award 2019","authors":"Markus Schmid","doi":"10.1007/s11408-020-00359-z","DOIUrl":"https://doi.org/10.1007/s11408-020-00359-z","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"23 1","pages":"219 - 220"},"PeriodicalIF":1.9,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83211550","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
Factor exposures and diversification: Are sustainably screened portfolios any different? 因素暴露和多样化:可持续筛选的投资组合有什么不同吗?
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-05-28 DOI: 10.1007/s11408-020-00354-4
Arnaud Gougler, Sebastian Utz
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引用次数: 12
Momentum effects in the cryptocurrency market after one-day abnormal returns 在一天的异常回报之后，加密货币市场的动量效应
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-05-27 DOI: 10.1007/s11408-020-00357-1
G. Caporale, A. Plastun
{"title":"Momentum effects in the cryptocurrency market after one-day abnormal returns","authors":"G. Caporale, A. Plastun","doi":"10.1007/s11408-020-00357-1","DOIUrl":"https://doi.org/10.1007/s11408-020-00357-1","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":"44 1","pages":"251 - 266"},"PeriodicalIF":1.9,"publicationDate":"2020-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85128412","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: 19
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