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Refinado por: Nome da Publicação: Investment Management and Financial Innovations remover
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1
An analysis of a mean-variance enhanced index tracking problem with weights constrainsts
An analysis of a mean-variance enhanced index tracking problem with weights constrainsts
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An analysis of a mean-variance enhanced index tracking problem with weights constrainsts

Wanderlei Lima de Paulo Marta Ines Velazco Fontova; Renato Canil de Souza

Investment Management and Financial Innovations Sumy v. 15, n. 4, p. 183-192, 2018

Sumy 2018

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2
Socially responsible investing: moral and optimal?
Socially responsible investing: moral and optimal?
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Socially responsible investing: moral and optimal?

Padma Kadiyala

Investment management & financial innovations, 2009, Vol.6 (3) [Periódico revisado por pares]

LLC "CPC "Business Perspectives

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3
Price and market risk reduction for bond portfolio selection in BRICS markets
Price and market risk reduction for bond portfolio selection in BRICS markets
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Price and market risk reduction for bond portfolio selection in BRICS markets

Ortobelli Lozza, Sergio ; Petronio, Filomena ; Vitali, Sebastiano

Investment management & financial innovations, 2018, Vol.15 (1), p.120-131 [Periódico revisado por pares]

Sumy: ТОВ “Консалтингово-видавнича компанія “Ділові перспективи”

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4
The correlation strength of the most important cryptocurrencies in the bull and bear market
The correlation strength of the most important cryptocurrencies in the bull and bear market
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The correlation strength of the most important cryptocurrencies in the bull and bear market

Lahajnar, Sebastian ; Rožanec, Alenka

Investment management & financial innovations, 2020-09, Vol.17 (3), p.67-81 [Periódico revisado por pares]

Sumy: Business Perspectives Ltd

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5
Optimal omega-ratio portfolio performance constrained by tracking error
Optimal omega-ratio portfolio performance constrained by tracking error
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Optimal omega-ratio portfolio performance constrained by tracking error

Gunning, Wade ; van Vuuren, Gary

Investment management & financial innovations, 2020-09, Vol.17 (3), p.263-280 [Periódico revisado por pares]

Sumy: Business Perspectives Ltd

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6
A tactical asset allocation strategy that exploits variations in VIX
A tactical asset allocation strategy that exploits variations in VIX
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A tactical asset allocation strategy that exploits variations in VIX

Cloutier, Richard ; Djatej, Arsen ; Kiefer, Dean

Investment management & financial innovations, 2017, Vol.14 (1), p.27-34 [Periódico revisado por pares]

Sumy: ТОВ “Консалтингово-видавнича компанія “Ділові перспективи”

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7
Z-score vs minimum variance preselection methods for constructing small portfolios
Z-score vs minimum variance preselection methods for constructing small portfolios
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Z-score vs minimum variance preselection methods for constructing small portfolios

Cesarone, Francesco ; Mango, Fabiomassimo ; Sabato, Gabriele

Investment management & financial innovations, 2020-02, Vol.17 (1), p.64-76 [Periódico revisado por pares]

Sumy: Business Perspectives Ltd

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8
The reaction of Asian-Pacific investment company returns to U.S. equity returns
The reaction of Asian-Pacific investment company returns to U.S. equity returns
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The reaction of Asian-Pacific investment company returns to U.S. equity returns

D. Benson, Earl ; X. Kong, Sophie

Investment management & financial innovations, 2021, Vol.18 (2), p.209-222 [Periódico revisado por pares]

LLC "CPC "Business Perspectives

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9
Investment strategy performance under tracking error constraints
Investment strategy performance under tracking error constraints
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Investment strategy performance under tracking error constraints

Evans, Carig ; van Vuuren, Gary

Investment management & financial innovations, 2019, Vol.16 (1), p.239-257 [Periódico revisado por pares]

Sumy: Business Perspectives Ltd

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10
Test of capital market integration using Fama-French three-factor model: empirical evidence from India
Test of capital market integration using Fama-French three-factor model: empirical evidence from India
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Test of capital market integration using Fama-French three-factor model: empirical evidence from India

Sehrawat, Neeraj ; Kumar, Amit ; Kumar Nigam, Narander ; Singh, Kirtivardhan ; Goyal, Khushi

Investment management & financial innovations, 2020-05, Vol.17 (2), p.113-127 [Periódico revisado por pares]

Sumy: Business Perspectives Ltd

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Deste Autor:

  1. Paulo, W
  2. Fontova, M
  3. Souza, R

Neste Assunto:

  1. Portfolio-Management
  2. Portfolio
  3. Portfolio Choice, Investment Decisions
  4. Financial Markets
  5. Kapitaleinkommen

  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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