1,276 results on '"Asset return"'
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52. Hedge Fund Portfolio Allocation with Higher Moments and MVG Models
53. A Diversification Measure for Portfolios of Risky Assets
54. Markov Chains in Modelling of the Russian Financial Market
55. Quadratic Investment Principles
56. The Theory of an Efficient Portfolio
57. Entangled risks in incomplete FX markets
58. Parameter-free robust optimization for the maximum-Sharpe portfolio problem
59. Financial Forecasting, Non-linear Time Series Nonlinear time series in
60. Financial Economics, Fat-Tailed Distributions
61. Financial Forecasting, Sensitive Dependence
62. Multiperiod Problems
63. Direct and Alternative Methods for Portfolio Choice
64. Single-Period Problems
65. New Insights on Asset Pricing and Illiquidity
66. Term Structure Dimension
67. Simulation Framework
68. Large Homogeneous Cell Approximation for Factor Copula Models
69. Planning for Retirement: Asset Liability Management for Individuals
70. A Liability-Relative Drawdown Approach to Pension Asset Liability Management
71. Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets
72. Quantification of Risk and Return for Portfolio Optimization : A Comparison of Forecasting Models
73. Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regression
74. Asset Pricing Models
75. Law of Large Numbers, Heavy-Tailed Distributions, and the Recent Financial Crisis
76. On the Application of SPC in Finance
77. Psycho-financial Model
78. Two-Period Model: State-Preference Approach
79. Risk and Portfolio Choices in Individual and Collective Pension Plans
80. Practical Scenario-Dependent Portfolio Optimization: A Framework to Combine Investor Views and Quantitative Discipline into Acceptable Portfolio Decisions
81. Strategic Tilting around the SAA Benchmark
82. Risk Management and Portfolio Optimization for Volatile Markets
83. Robust Portfolio Construction
84. Quantum-like Viewpoint on the Complexity and Randomness of the Financial Market
85. Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns
86. Portfolio Selection with Common Correlation Mixture Models
87. Recent Advances in Credit Risk Management
88. Asset Return Dynamics under Alternative Learning Schemes
89. Copula–Based Models for Financial Time Series
90. Value–at–Risk Models
91. Estimation of Continuous-Time Stochastic Volatility Models
92. Post-modern Approaches for Portfolio Optimization
93. Basic Investment Models and Their Statistical Analysis
94. Dynamic Models of Asset Returns and Their Volatilities
95. Effects of Integrating Market Risk into Credit Portfolio Models
96. Stochastic Volatility Estimation Using Markov Chain Simulation
97. Modeling Dependencies with Copulae
98. Testing the Procyclicality and Financial Stability of Islamic Banking Industry
99. Realized semibetas
100. The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha
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