Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification

By Dunis Christian   Sermpinis Georgios   Karampelia Maria Ferenia  

Studies in Economics and Finance, Vol. 30, Iss. 4, 2013-09 ,pp. : 370-388

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Portfolio revision and optimal diversification strategy choices

By Mroua Mourad   Abid Fathi  

International Journal of Managerial Finance, Vol. 10, Iss. 4, 2014-08 ,pp. : 537-564

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

The numéraire portfolio in semimartingale financial models

By Karatzas Ioannis  

Finance and Stochastics, Vol. 11, Iss. 4, 2007-10 ,pp. : 447-493

Springer Publishing Company

Access to resources Recommend Favorite

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

By Silvapulle P.   Granger C.W.J.  

Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. : 542-551

Routledge Ltd

Access to resources Recommend Favorite

Portfolio Diversification with Life Settlements: An Empirical Analysis Applied to Mutual Funds

By Davó Nuria Bajo   Resco Carmen Mendoza   Barroso Manuel Monjas  

The Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 38, Iss. 1, 2013-01 ,pp. : 22-42

Palgrave Macmillan Ltd

Access to resources Recommend Favorite