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The US financial crisis, market volatility, credit risk and stock returns in the Americas 美国金融危机、市场波动、信贷风险和美洲股市回报
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-11-23 DOI: 10.1007/s11408-020-00369-x
Juan Andres Rodriguez-Nieto, A. Mollick
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引用次数: 5
Marcos M. López de Prado: Machine learning for asset managers Marcos M. López de Prado:资产管理的机器学习
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-10-20 DOI: 10.1007/s11408-020-00368-y
Florian Hinz
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引用次数: 0
Testing for structural breaks in return-based style regression models 基于回报的回归模型的结构断裂检验
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-10-15 DOI: 10.1007/s11408-020-00364-2
Yunmi Kim, Douglas Stone, Tae-Hwan Kim
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引用次数: 0
Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence 混合对比策略对动量策略和反向策略的优势:半个世纪的证据
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-08-24 DOI: 10.1007/s11408-020-00363-3
Kobana Abukari, Isaac Otchere
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引用次数: 2
Flight-to-quality in the stock–bond return relation: a regime-switching copula approach 股票-债券回报关系中的“逃向优质资产”:一种制度转换的联结方法
IF 1.9
Financial Markets and Portfolio Management Pub Date : 2020-07-31 DOI: 10.1007/s11408-020-00361-5
M. Tachibana
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引用次数: 4
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
{"title":"Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market","authors":"Yu Yang, Yonghong Wu, B. Wiwatanapataphee","doi":"10.1007/s11408-020-00360-6","DOIUrl":"https://doi.org/10.1007/s11408-020-00360-6","url":null,"abstract":"","PeriodicalId":44895,"journal":{"name":"Financial Markets and Portfolio Management","volume":null,"pages":null},"PeriodicalIF":1.9,"publicationDate":"2020-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76928790","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
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":null,"pages":null},"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
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