发布求助
文献互助 智能选刊 最新文献

Journal of Asset Management最新文献

筛选
英文 中文
Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume 2019冠状病毒病对沙特股市的影响:收益、波动性和交易量分析
IF 2.5
Journal of Asset Management Pub Date : 2022-06-03 DOI: 10.1057/s41260-022-00269-x
Shaista Wasiuzzaman
{"title":"Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume","authors":"Shaista Wasiuzzaman","doi":"10.1057/s41260-022-00269-x","DOIUrl":"https://doi.org/10.1057/s41260-022-00269-x","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"350 - 363"},"PeriodicalIF":2.5,"publicationDate":"2022-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44495763","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: 4
Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach CAT债券的依赖结构与投资组合多元化:一个copula-GARCH方法
IF 2.5
Journal of Asset Management Pub Date : 2022-06-03 DOI: 10.1057/s41260-022-00271-3
A. Haffar, É. Le Fur
{"title":"Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach","authors":"A. Haffar, É. Le Fur","doi":"10.1057/s41260-022-00271-3","DOIUrl":"https://doi.org/10.1057/s41260-022-00271-3","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"297 - 309"},"PeriodicalIF":2.5,"publicationDate":"2022-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42956626","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
Herding in different states and terms: evidence from the cryptocurrency market 不同状态和条件下的羊群:来自加密货币市场的证据
IF 2.5
Journal of Asset Management Pub Date : 2022-05-13 DOI: 10.1057/s41260-022-00265-1
Syed Riaz Mahmood Ali
{"title":"Herding in different states and terms: evidence from the cryptocurrency market","authors":"Syed Riaz Mahmood Ali","doi":"10.1057/s41260-022-00265-1","DOIUrl":"https://doi.org/10.1057/s41260-022-00265-1","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"322 - 336"},"PeriodicalIF":2.5,"publicationDate":"2022-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45105443","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
American hedge funds industry, market timing and COVID-19 crisis 美国对冲基金业、市场时机与新冠疫情危机
IF 2.5
Journal of Asset Management Pub Date : 2022-05-09 DOI: 10.1057/s41260-022-00266-0
Soumaya Ben Khelife, C. Urom, K. Guesmi, Ramzi Benkraiem
{"title":"American hedge funds industry, market timing and COVID-19 crisis","authors":"Soumaya Ben Khelife, C. Urom, K. Guesmi, Ramzi Benkraiem","doi":"10.1057/s41260-022-00266-0","DOIUrl":"https://doi.org/10.1057/s41260-022-00266-0","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"390 - 399"},"PeriodicalIF":2.5,"publicationDate":"2022-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47376791","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
Comparing SRI funds to conventional funds using a PCA methodology 使用PCA方法比较SRI基金与传统基金
IF 2.5
Journal of Asset Management Pub Date : 2022-04-24 DOI: 10.1057/s41260-022-00264-2
C. Helliar, B. Petracci, Nongnuch Tantisantiwong
{"title":"Comparing SRI funds to conventional funds using a PCA methodology","authors":"C. Helliar, B. Petracci, Nongnuch Tantisantiwong","doi":"10.1057/s41260-022-00264-2","DOIUrl":"https://doi.org/10.1057/s41260-022-00264-2","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"581 - 595"},"PeriodicalIF":2.5,"publicationDate":"2022-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45730987","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: 4
Efficient bias robust regression for time series factor models 时间序列因子模型的有效偏差稳健回归
IF 2.5
Journal of Asset Management Pub Date : 2022-03-14 DOI: 10.1057/s41260-022-00258-0
R. Martin, Daniel Z. Xia
{"title":"Efficient bias robust regression for time series factor models","authors":"R. Martin, Daniel Z. Xia","doi":"10.1057/s41260-022-00258-0","DOIUrl":"https://doi.org/10.1057/s41260-022-00258-0","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"215 - 234"},"PeriodicalIF":2.5,"publicationDate":"2022-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43604299","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
Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach 欧洲危机期间一国主权债务对其他国家CDS（信用违约互换）利差的溢出：一种空间方法
IF 2.5
Journal of Asset Management Pub Date : 2022-03-11 DOI: 10.1057/s41260-022-00263-3
Gül Huyugüzel Kışla, Y. Muradoğlu, A. Önder
{"title":"Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach","authors":"Gül Huyugüzel Kışla, Y. Muradoğlu, A. Önder","doi":"10.1057/s41260-022-00263-3","DOIUrl":"https://doi.org/10.1057/s41260-022-00263-3","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"277 - 296"},"PeriodicalIF":2.5,"publicationDate":"2022-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42294671","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
Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm 难题解决了吗?基于增值范式的类对冲基金共同基金的综合分析
IF 2.5
Journal of Asset Management Pub Date : 2022-03-11 DOI: 10.1057/s41260-022-00261-5
Nathaniel Light, Ivan Stetsyuk
{"title":"Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm","authors":"Nathaniel Light, Ivan Stetsyuk","doi":"10.1057/s41260-022-00261-5","DOIUrl":"https://doi.org/10.1057/s41260-022-00261-5","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"8 1","pages":"256 - 275"},"PeriodicalIF":2.5,"publicationDate":"2022-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"58488219","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
Sovereign wealth funds and economic growth 主权财富基金与经济增长
IF 2.5
Journal of Asset Management Pub Date : 2022-03-07 DOI: 10.1057/s41260-022-00260-6
Ermanno Affuso, Khandokar Istiak, Alex Sharland
{"title":"Sovereign wealth funds and economic growth","authors":"Ermanno Affuso, Khandokar Istiak, Alex Sharland","doi":"10.1057/s41260-022-00260-6","DOIUrl":"https://doi.org/10.1057/s41260-022-00260-6","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"201 - 214"},"PeriodicalIF":2.5,"publicationDate":"2022-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44617779","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
Equity factors for multi-asset class portfolios: a strategic asset allocation perspective 多资产类别投资组合的权益因素：战略资产配置视角
IF 2.5
Journal of Asset Management Pub Date : 2022-03-01 DOI: 10.1057/s41260-022-00262-4
S. Cavaglia, Louis O. Scott, Kenneth Blay, Tarun Gupta
{"title":"Equity factors for multi-asset class portfolios: a strategic asset allocation perspective","authors":"S. Cavaglia, Louis O. Scott, Kenneth Blay, Tarun Gupta","doi":"10.1057/s41260-022-00262-4","DOIUrl":"https://doi.org/10.1057/s41260-022-00262-4","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":"23 1","pages":"100 - 113"},"PeriodicalIF":2.5,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44529070","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