Journal of Asset Management最新文献

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Gambling with lottery stocks? 用彩票股票赌博?
IF 2.5
Journal of Asset Management Pub Date : 2022-06-10 DOI: 10.1057/s41260-022-00268-y
A. Oehler, Julian Schneider
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引用次数: 1
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
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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
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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
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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
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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
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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
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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
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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
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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
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引用次数: 2
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