Pages that link to "Item:Q1000473"
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The following pages link to Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong (Q1000473):
Displaying 3 items.
- Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges (Q877641) (← links)
- The impact of portfolio diversification on mean reverting components of stock indices (Q1000393) (← links)
- Month-of-the-year effect: empirical evidence from Indian stock market (Q2686272) (← links)