Zobrazeno 1 - 10
of 62
pro vyhledávání: '"Alex Weissensteiner"'
Autor:
SILVIA BRESSAN, ALEX WEISSENSTEINER
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 2, Pp 1850010-1-1850010-17 (2018)
This paper studies to what extent bank-specific characteristics relate to stock return skewness. The main finding is that stock return skewness decreases significantly in bank size, measured in terms of total assets, i.e stocks of large banks are les
Externí odkaz:
https://doaj.org/article/71479fd2989f471da49d685d6ffcb596
Publikováno v:
Econometrics, Vol 5, Iss 2, p 23 (2017)
We analyze the interdependence between the government yield spread and stock returns of the banking sector in Italy during the years 2003–2015. In a first step, we find that the Spearman’s rank correlation between the yield spread and the Italian
Externí odkaz:
https://doaj.org/article/70c9d7e2092947e9a6cc0f42afd9b3c4
Publikováno v:
Australian Journal of Agricultural and Resource Economics. 67:118-136
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4617970878f43dccaf5e135ddf6e6f6
https://doi.org/10.1111/1467-8489.12499
https://doi.org/10.1111/1467-8489.12499
Publikováno v:
Quantitative Finance. 23:1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87e3f6a299beba2e671d1e2b555ca6fd
https://doi.org/10.1080/14697688.2022.2130086
https://doi.org/10.1080/14697688.2022.2130086
Autor:
Silvia Bressan, Alex Weissensteiner
Publikováno v:
Review of Financial Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c058e675b28f4e1e63c27bac5030ab0
https://doi.org/10.1002/rfe.1178
https://doi.org/10.1002/rfe.1178
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::648e2f8f2edf639fd03798519cc30013
https://doi.org/10.2139/ssrn.4335450
https://doi.org/10.2139/ssrn.4335450
Publikováno v:
Agricultural Finance Review. 82:20-48
PurposeHailstorms are a major risk in agriculture. In order to mitigate the negative consequences on farm revenues, in the present paper the authors analyse the choice between insurance contracts and anti-hail nets. Furthermore, the authors discuss t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9aaacdb953b0181ce39d0eacd9d6fa9
https://doi.org/10.1108/afr-08-2020-0131
https://doi.org/10.1108/afr-08-2020-0131
Autor:
Alex Weissensteiner, Andrea Rigamonti
Publikováno v:
Computational Management Science. 17:179-201
We consider a short-term investor who exploits return predictability in stocks and bonds to maximize mean-variance utility. Since the true parameters are unknown, we resort to portfolio optimization in form of linear regression with LASSO in order to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::423be75259828223efea52cc7afbb4e8
https://doi.org/10.1007/s10287-020-00367-4
https://doi.org/10.1007/s10287-020-00367-4
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5eb8e2e949feb2c3679f3509a5561fbf
https://doi.org/10.2139/ssrn.4089250
https://doi.org/10.2139/ssrn.4089250
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c269643402a9e45403b68036c32df407
https://doi.org/10.2139/ssrn.4256692
https://doi.org/10.2139/ssrn.4256692