Artículos de revistas sobre el tema "International finance. Tail risk. Asset pricing"
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Schreindorfer, David. "Macroeconomic Tail Risks and Asset Prices". Review of Financial Studies 33, n.º 8 (19 de septiembre de 2019): 3541–82. http://dx.doi.org/10.1093/rfs/hhz105.
Texto completode Santis, Giorgio y Bruno Gerard. "International Asset Pricing and Portfolio Diversification with Time-Varying Risk". Journal of Finance 52, n.º 5 (diciembre de 1997): 1881. http://dx.doi.org/10.2307/2329468.
Texto completoAntell, Jan y Mika Vaihekoski. "International asset pricing models and currency risk: Evidence from Finland 1970–2004". Journal of Banking & Finance 31, n.º 9 (septiembre de 2007): 2571–90. http://dx.doi.org/10.1016/j.jbankfin.2006.09.013.
Texto completoValencia-Herrera, Humberto y Francisco López-Herrera. "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico". Journal of Emerging Market Finance 17, n.º 1 (26 de febrero de 2018): 96–129. http://dx.doi.org/10.1177/0972652717748089.
Texto completoOtt, Steven H., Timothy J. Riddiough, Ha-Chin Yi y Jiro Yoshida. "International Real Estate Review". International Real Estate Review 11, n.º 1 (30 de junio de 2008): 1–37. http://dx.doi.org/10.53383/100088.
Texto completoWong, Wong Weng y Wejendra Reddy. "International Real Estate Review". International Real Estate Review 21, n.º 1 (31 de marzo de 2018): 41–70. http://dx.doi.org/10.53383/100254.
Texto completoLi, Kai. "Confidence in the Familiar: An International Perspective". Journal of Financial and Quantitative Analysis 39, n.º 1 (marzo de 2004): 47–68. http://dx.doi.org/10.1017/s0022109000003884.
Texto completoHazny, Mohamad Hafiz, Haslifah Mohamad Hasim y Aida Yuzy Yusof. "Mathematical modelling of a shariah-compliant capital asset pricing model". Journal of Islamic Accounting and Business Research 11, n.º 1 (6 de enero de 2020): 90–109. http://dx.doi.org/10.1108/jiabr-07-2016-0083.
Texto completoBayraktar, Sema. "The impact of exchange rate risk on international asset pricing under various market structures". Review of Quantitative Finance and Accounting 32, n.º 2 (1 de abril de 2008): 169–95. http://dx.doi.org/10.1007/s11156-008-0089-4.
Texto completoOkunev, John y Patrick J. Wilson. "International Real Estate Review". International Real Estate Review 11, n.º 2 (31 de diciembre de 2008): 32–46. http://dx.doi.org/10.53383/100096.
Texto completoMaurer, Thomas A., Thuy-Duong Tô y Ngoc-Khanh Tran. "Pricing Risks Across Currency Denominations". Management Science 65, n.º 12 (diciembre de 2019): 5308–36. http://dx.doi.org/10.1287/mnsc.2018.3109.
Texto completoWang, Ming-Chieh y Jin-Kui Ye. "The relationship between covariance risk and size effects in emerging equity markets". Managerial Finance 42, n.º 3 (14 de marzo de 2016): 174–90. http://dx.doi.org/10.1108/mf-10-2014-0269.
Texto completoSeo, Sang Byung y Jessica A. Wachter. "Option Prices in a Model with Stochastic Disaster Risk". Management Science 65, n.º 8 (agosto de 2019): 3449–69. http://dx.doi.org/10.1287/mnsc.2017.2978.
Texto completoTomić, Bojan, Saša Žiković y Lorena Jovanović. "CRYPTO PORTFOLIO OPTIMIZATION THROUGH LENS OF TAIL RISK AND VARIANCE MEASURES". Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business 40, n.º 2 (30 de diciembre de 2022): 297–312. http://dx.doi.org/10.18045/zbefri.2022.2.297.
Texto completoRICHMAN, VINCENT, MICHAEL R. SANTOS y JOHN T. BARKOULAS. "SHORT- AND LONG-TERM EFFECTS OF THE 9/11 EVENT: THE INTERNATIONAL EVIDENCE". International Journal of Theoretical and Applied Finance 08, n.º 07 (noviembre de 2005): 947–58. http://dx.doi.org/10.1142/s021902490500327x.
Texto completoChen, Qian, Xiang Gao, Xiaoxuan Huang y Xi Li. "Multiple-step value-at-risk forecasts based on volatility-filtered MIDAS quantile regression: Evidence from major investment assets". Investment Management and Financial Innovations 18, n.º 3 (20 de septiembre de 2021): 372–84. http://dx.doi.org/10.21511/imfi.18(3).2021.31.
Texto completoBRADLEY, BRENDAN O. y MURAD S. TAQQU. "AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS". International Journal of Theoretical and Applied Finance 07, n.º 08 (diciembre de 2004): 1031–68. http://dx.doi.org/10.1142/s0219024904002815.
Texto completoChabi-Yo, Fousseni y Riccardo Colacito. "The Term Structures of Coentropy in International Financial Markets". Management Science 65, n.º 8 (agosto de 2019): 3541–58. http://dx.doi.org/10.1287/mnsc.2017.3017.
Texto completoDash, Saumya Ranjan y Jitendra Mahakud. "Market anomalies, asset pricing models, and stock returns: evidence from the Indian stock market". Journal of Asia Business Studies 9, n.º 3 (3 de agosto de 2015): 306–28. http://dx.doi.org/10.1108/jabs-06-2014-0040.
Texto completoCoën, Alain y Patrick Lecomte. "International listed real estate returns: evidence from the global financial crisis". Journal of Property Investment & Finance 37, n.º 1 (4 de febrero de 2019): 72–91. http://dx.doi.org/10.1108/jpif-03-2018-0021.
Texto completoGhosh, Bikramaditya y M. C. Krishna. "Power law in tails of bourse volatility – evidence from India". Investment Management and Financial Innovations 16, n.º 1 (26 de marzo de 2019): 291–98. http://dx.doi.org/10.21511/imfi.16(1).2019.23.
Texto completoCayón Fallon, Edgardo y Julio Sarmiento. "Impact of commodities and global stock prices on the idiosyncratic risk of Bitcoin during the COVID-19 pandemic". Investment Management and Financial Innovations 18, n.º 4 (24 de noviembre de 2021): 213–22. http://dx.doi.org/10.21511/imfi.18(4).2021.19.
Texto completoShetty, Soumya, Janet Jyothi Dsouza y Iqbal Thonse Hawaldar. "Rolling regression technique and cross-sectional regression: A tool to analyze Capital Asset Pricing Model". Investment Management and Financial Innovations 18, n.º 4 (25 de noviembre de 2021): 241–51. http://dx.doi.org/10.21511/imfi.18(4).2021.21.
Texto completoZhang, Jinping y Keming Zhang. "Portfolio Selection Models Based on Interval-Valued Conditional Value-at-Risk (ICVaR) and Case Study on the Data from Stock Markets". Fractal and Fractional 6, n.º 10 (22 de septiembre de 2022): 536. http://dx.doi.org/10.3390/fractalfract6100536.
Texto completoHo, Kim Hin David, Kwame Addae-Dapaah y Fang Rui Lina Peck. "Cross-listing of real estate investment trusts (REITs)". Journal of Property Investment & Finance 35, n.º 5 (7 de agosto de 2017): 509–27. http://dx.doi.org/10.1108/jpif-08-2016-0063.
Texto completoLahouel, Noureddine y Slaheddine Hellara. "Improving the option pricing performance of GARCH models in inefficient market". Investment Management and Financial Innovations 17, n.º 2 (23 de abril de 2020): 14–25. http://dx.doi.org/10.21511/imfi.17(2).2020.02.
Texto completoNguyen, Pascal, Younes Ben Zaied y Thu Phuong Pham. "Does idiosyncratic risk matter? Evidence from mergers and acquisitions". Journal of Risk Finance 20, n.º 4 (19 de agosto de 2019): 313–29. http://dx.doi.org/10.1108/jrf-03-2018-0040.
Texto completoVinodkumar, Nisa y Hadeel Khalid AlJasser. "Financial evaluation of Tadawul All Share Index (TASI) listed stocks using Capital Asset Pricing Model". Investment Management and Financial Innovations 17, n.º 2 (15 de mayo de 2020): 69–75. http://dx.doi.org/10.21511/imfi.17(2).2020.06.
Texto completoKanaryan, Nigokhos Krikorov, Peter Chuknyisky y Violeta Kasarova. "The cost of equity estimation in emerging Europe: the case of Bulgarian REITs". Journal of Property Investment & Finance 33, n.º 6 (7 de septiembre de 2015): 517–29. http://dx.doi.org/10.1108/jpif-05-2015-0028.
Texto completoShilov, K. D. y A. V. Zubarev. "Evolution of bitcoin as a Financial Asset". Finance: Theory and Practice 25, n.º 5 (28 de octubre de 2021): 150–71. http://dx.doi.org/10.26794/2587-5671-2021-25-5-150-171.
Texto completoIelasi, Federica, Monica Rossolini y Sara Limberti. "Sustainability-themed mutual funds: an empirical examination of risk and performance". Journal of Risk Finance 19, n.º 3 (21 de mayo de 2018): 247–61. http://dx.doi.org/10.1108/jrf-12-2016-0159.
Texto completoLiow, Kim Hiang y Zhuo Lee. "International Real Estate Review". International Real Estate Review 16, n.º 2 (31 de agosto de 2013): 147–65. http://dx.doi.org/10.53383/100168.
Texto completoMcMahon, Richard G. P. y Anthony M. J. Stanger. "Understanding the Small Enterprise Financial Objective Function". Entrepreneurship Theory and Practice 19, n.º 4 (julio de 1995): 21–39. http://dx.doi.org/10.1177/104225879501900403.
Texto completoHsu, Audrey Wen-hsin, Chung-Fern Wu y Jui-Chia Lin. "Factors in Managing Actuarial Assumptions for Pension Fair Value: Implications for IAS 19". Review of Pacific Basin Financial Markets and Policies 16, n.º 01 (marzo de 2013): 1350002. http://dx.doi.org/10.1142/s0219091513500021.
Texto completoEkemode, Benjamin Gbolahan y Abel Olaleye. "Convergence between direct and indirect real estate investments". Journal of Financial Management of Property and Construction 21, n.º 3 (7 de noviembre de 2016): 212–30. http://dx.doi.org/10.1108/jfmpc-12-2015-0040.
Texto completoRyan Homan, Garth y Gary van Vuuren. "Applied prospect theory: assessing the βs of M&A-intensive firms". Investment Management and Financial Innovations 16, n.º 2 (14 de junio de 2019): 236–48. http://dx.doi.org/10.21511/imfi.16(2).2019.20.
Texto completoTai, Chu-Sheng. "International diversification during financial crises". Managerial Finance 44, n.º 12 (3 de diciembre de 2018): 1434–45. http://dx.doi.org/10.1108/mf-11-2017-0477.
Texto completoSehrawat, Neeraj, Amit Kumar, Narander Kumar Nigam, Kirtivardhan Singh y Khushi Goyal. "Test of capital market integration using Fama-French three-factor model: empirical evidence from India". Investment Management and Financial Innovations 17, n.º 2 (22 de mayo de 2020): 113–27. http://dx.doi.org/10.21511/imfi.17(2).2020.10.
Texto completoPan, Zhiyuan, Xu Zheng y Qiang Chen. "Testing asymmetric correlations in stock returns via empirical likelihood method". China Finance Review International 4, n.º 1 (11 de febrero de 2014): 42–57. http://dx.doi.org/10.1108/cfri-08-2012-0091.
Texto completoBurtnyak, Ivan y Anna Malytska. "Spectral study of options based on CEV model with multidimensional volatility". Investment Management and Financial Innovations 15, n.º 1 (3 de enero de 2018): 18–25. http://dx.doi.org/10.21511/imfi.15(1).2018.03.
Texto completoMontiel, Eduardo Luis y Octavio Martinez. "Hotel Business Inn". Emerald Emerging Markets Case Studies 9, n.º 4 (13 de diciembre de 2019): 1–15. http://dx.doi.org/10.1108/eemcs-10-2019-0258.
Texto completoBouri, Elie, Riza Demirer, Rangan Gupta y Jacobus Nel. "COVID-19 Pandemic and Investor Herding in International Stock Markets". Risks 9, n.º 9 (13 de septiembre de 2021): 168. http://dx.doi.org/10.3390/risks9090168.
Texto completoS. Daugherty, Mary, Thadavillil Jithendranathan y David O. Vang. "Portfolio selection using the multiple attribute decision making model". Investment Management and Financial Innovations 18, n.º 2 (27 de mayo de 2021): 155–65. http://dx.doi.org/10.21511/imfi.18(2).2021.13.
Texto completoChenchik, Ya V. "How to Estimate the Impact of an Issuer’s ESG Risk on the Yield of its Bonds". Issues of Risk Analysis 19, n.º 3 (30 de junio de 2022): 86–100. http://dx.doi.org/10.32686/1812-5220-2022-19-3-86-100.
Texto completoAhmed, Essia Ries, Md Aminul Islam, Tariq Tawfeeq Yousif Alabdullah y Azlan Bin Amran. "A qualitative analysis on the determinants of legitimacy of sukuk". Journal of Islamic Accounting and Business Research 10, n.º 3 (7 de mayo de 2019): 342–68. http://dx.doi.org/10.1108/jiabr-01-2016-0005.
Texto completo"Tail Risk in the Cross Section of Alternative Risk Premium Strategies". Journal of Portfolio Management, 1 de enero de 2019. http://dx.doi.org/10.3905/jpm.2018.45.2.093.
Texto completoBekaert, Geert, Eric Engstrom y Andrey Ermolov. "The Variance Risk Premium in Equilibrium Models". Review of Finance, 1 de marzo de 2023. http://dx.doi.org/10.1093/rof/rfad005.
Texto completoAramonte, Sirio, Mohammad R. Jahan-Parvar, Samuel Rosen y John W. Schindler. "Firm-Specific Risk-Neutral Distributions with Options and CDS". Management Science, 28 de octubre de 2021. http://dx.doi.org/10.1287/mnsc.2021.4170.
Texto completoChen, Jian, Jiaquan Yao, Qunzi Zhang y Xiaoneng Zhu. "Global Disaster Risk Matters". Management Science, 14 de marzo de 2022. http://dx.doi.org/10.1287/mnsc.2022.4328.
Texto completoSu, Chi-Wei, Yiru Liu, Tsangyao Chang y Muhammad Umar. "CAN GOLD HEDGE THE RISK OF FEAR SENTIMENTS?" Technological and Economic Development of Economy, 16 de diciembre de 2022, 1–22. http://dx.doi.org/10.3846/tede.2022.17302.
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