1. Diamonds and precious metals for reduction of portfolio tail risk. Issue 26 (2nd June 2020) Authors: Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia Journal: Applied economics Issue: Volume 52:Issue 26(2020) Page Start: 2841 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Diversification effect of standard and optimized carry trades. Issue 8 (24th May 2019) Authors: Reichenecker, Jurij-Andrei Journal: European journal of finance Issue: Volume 25:Issue 8(2019) Page Start: 745 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Exploring the benefits of using stock characteristics in optimal portfolio strategies. Issue 3 (19th February 2017) Authors: Fletcher, Jonathan Journal: European journal of finance Issue: Volume 23:Issue 3(2017) Page Start: 192 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Fourier Analysis for Stock Price Forecasting: Assumption and Evidence. Issue 3 (3rd May 2016) Authors: Stádník, Bohumil; Raudeliūnienė, Jurgita; Davidavičienė, Vida Journal: Journal of business economics and management Issue: Volume 17:Issue 3(2016) Page Start: 365 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. It's all in the timing again: simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market. Issue 2 (19th January 2022) Authors: Tavares, Ricardo de Souza; Caldeira, João Frois; Raimundo Júnior, Gerson de Souza Journal: Applied economics letters Issue: Volume 29:Issue 2(2022) Page Start: 118 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Location-specific stock market indices: an exploration. Issue 4 (4th March 2019) Authors: Jory, Surendranath Rakesh; Mishra, Tapas; Ngo, Thanh N. Journal: European journal of finance Issue: Volume 25:Issue 4(2019) Page Start: 305 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Long-run equity performance of firms that restate financial statements. Issue 1 (14th November 2019) Authors: Moon, Gisung; Lee, Hongbok; Waggle, Doug Journal: Managerial finance Issue: Volume 46:Issue 1(2020) Page Start: 92 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Long-run equity performance of firms that restate financial statements. Issue 1 (18th November 2019) Authors: Moon, Gisung; Lee, Hongbok; Waggle, Doug Journal: Managerial finance Issue: Volume 46:Issue 1(2020) Page Start: 92 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Mean-variance portfolio selection with estimation risk and transaction costs. Issue 13 (16th March 2023) Authors: Mei, Xiaoling; Zhu, Huanjun; Chen, Chongzhu Journal: Applied economics Issue: Volume 55:Issue 13(2023) Page Start: 1436 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Multi-asset allocation of exchange traded funds: Application of Black–Litterman model. Issue 4 (2nd October 2021) Authors: Tang, Mei-Ling; Wu, Feng-Yu; Hung, Ming-Chin Journal: Investment analysts journal Issue: Volume 50:Issue 4(2021) Page Start: 273 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗