International Stock Portfolio Selection and Performance Measure Recognizing Higher Moments of Return Distributions

doi 10.25148/etd.fi14060831
Full Text
Abstract

Available in full text

Date

Unknown

Authors
Publisher

Florida International University

Related search

German Real Estate Funds Changes in Return Distributions and Portfolio Favourability

SSRN Electronic Journal
2013English

Stock Portfolio Performance Based on Stock Volatility: A Study of Indonesia Stock Market

Jurnal Riset Manajemen dan Bisnis (JRMB) Fakultas Ekonomi UNIAT
2019English

Variance Risk Premium Components and International Stock Return Predictability

International Finance Discussion Paper
2019English

Geometric Return and Portfolio Analysis

SSRN Electronic Journal
2003English

Portfolio Size, Non-Trading Frequency and Portfolio Return Autocorrelation

Journal of International Financial Markets, Institutions and Money
EconomicsEconometricsFinance
2014English

Critical Analysis of Sharpe, Treynor and Jensen Methods in Analyzing Stock Portfolio Performance LQ-45 Stock Studies

Asia Pacific Management and Business Application
2019English

International Stock Return Predictability: What Is the Role of the United States?

Journal of Finance
AccountingEconomicsEconometricsFinance
2013English

International Stock Return Predictability: What Is the Role of the United States?

SSRN Electronic Journal
2012English

Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange

South East European Journal of Economics and Business
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy