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RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT

Glasserman, Paul

Mathematical Finance, April 2012, Vol.22(2), pp.215-249 [Peer Reviewed Journal]

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A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach

Wang, Yi-Chiuan ; Wu, Jyh-Lin ; Lai, Yi-Hao

Journal of Banking and Finance, May 2013, Vol.37(5), pp.1706-1719 [Peer Reviewed Journal]

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Index composition changes and the cost of incumbency

Gygax, André F ; Otchere, Isaac

Journal of Banking and Finance, 2010, Vol.34(10), pp.2500-2509 [Peer Reviewed Journal]

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Examining the uncovered equity parity in the emerging financial markets

Aftab, Muhammad ; Ahmad, Rubi ; Ismail, Izlin

Research in International Business and Finance, October 2018, Vol.45, pp.233-242 [Peer Reviewed Journal]

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The market for lemmings: The herding behavior of pension funds

Blake, David ; Sarno, Lucio ; Zinna, Gabriele

Journal of Financial Markets, November 2017, Vol.36, pp.17-39 [Peer Reviewed Journal]

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Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?

Ülkü, Numan ; Fatullayev, Sabutay ; Diachenko, Daria

Journal of Financial Markets, January 2016, Vol.27, pp.28-54 [Peer Reviewed Journal]

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Mean-variance portfolio rebalancing with transaction costs and funding changes

Glen, J J

Journal of the Operational Research Society, 01 April 2011, Vol.62(4), pp.667-676 [Peer Reviewed Journal]

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Foreigners’ trading and stock returns in Spain

Porras, Eva ; Ülkü, Numan

Journal of International Financial Markets, Institutions & Money, January 2015, Vol.34, pp.111-126 [Peer Reviewed Journal]

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Dynamic index tracking via multi-objective evolutionary algorithm

Chiam, S.C ; Tan, K.C ; Mamun, A. Al

Applied Soft Computing Journal, July 2013, Vol.13(7), pp.3392-3408 [Peer Reviewed Journal]

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Portfolio rebalancing with an investment horizon and transaction costs

Woodside-Oriakhi, M ; Lucas, C ; Beasley, J.E

Omega, April 2013, Vol.41(2), pp.406-420 [Peer Reviewed Journal]

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Sparse portfolio rebalancing model based on inverse optimization

Wang, Meihua ; Xu, Fengmin ; Wang, Guan

Optimization Methods and Software, 04 March 2014, Vol.29(2), pp.297-309 [Peer Reviewed Journal]

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12
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Equity order flow and exchange rate dynamics

Ferreira Filipe, Sara

Journal of Empirical Finance, June 2012, Vol.19(3), pp.359-381 [Peer Reviewed Journal]

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Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets

Fong, Tom Pak Wing ; Sze, Angela Kin Wan ; Ho, Edmund Ho Cheung

Journal of International Financial Markets, Institutions & Money, November 2018, Vol.57, pp.231-247 [Peer Reviewed Journal]

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Optimal debt management in a liquidity trap

Bouakez, Hafedh ; Oikonomou, Rigas ; Priftis, Romanos

Journal of Economic Dynamics and Control, August 2018, Vol.93, pp.5-21 [Peer Reviewed Journal]

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WINTER SAECULUM

Emil Mihalina ; Ivan Krivicic ; Tihomir Antunovic

UTMS Journal of Economics, 01 March 2017, Vol.8(1), pp.39-52 [Peer Reviewed Journal]

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A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs

Chen, Wei ; Wang, Yun ; Mehlawat, Mukesh

Annals of Operations Research, 2018, Vol.269(1), pp.129-147 [Peer Reviewed Journal]

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Exchange rate fluctuations and international portfolio rebalancing

Gyntelberg, Jacob ; Loretan, Mico ; Subhanij, Tientip ; Chan, Eric

Emerging Markets Review, March 2014, Vol.18, pp.34-44 [Peer Reviewed Journal]

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Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?

Petmezas, Dimitris ; Santamaria, Daniel

Journal of International Money and Finance, December 2014, Vol.49, pp.401-424 [Peer Reviewed Journal]

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An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

Almahdi, Saud ; Yang, Steve Y

Expert Systems With Applications, 30 November 2017, Vol.87, pp.267-279 [Peer Reviewed Journal]

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Portfolio rebalancing model with transaction costs based on fuzzy decision theory

Fang, Yong ; Lai, K.K ; Wang, Shou-Yang

European Journal of Operational Research, 2006, Vol.175(2), pp.879-893 [Peer Reviewed Journal]

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Results 1 - 20 of 91  for Central Connecticut State University

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