Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Tarik Bazgour"'
Autor:
Tarik Bazgour, Federico Platania
Publikováno v:
Annals of Operations Research. 312:647-672
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58cf51803ef1245b55b69dbcc50725d3
https://doi.org/10.1007/s10479-021-04471-9
https://doi.org/10.1007/s10479-021-04471-9
Publikováno v:
Financial Review. 52:597-626
Recent studies claim that mutual fund managers demonstrate strong MARKET liquidity timing skills. We extend their liquidity timing tests to the four‐factor case and investigate liquidity timing skills with respect to the MARKET, SIZE, VALUE and MOM
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4313c030dd495319cb2650bfb31b2020
https://doi.org/10.1111/fire.12117
https://doi.org/10.1111/fire.12117
Publikováno v:
Journal of Empirical Finance. 35:110-135
This paper investigates how aggregate liquidity influences optimal portfolio allocations across various US characteristic portfolios. We consider short-term allocation problems, with single and multiple risky assets, and use the nonparametric approac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::418f9819e291e149c7a602794e63036c
https://doi.org/10.1016/j.jempfin.2015.10.004
https://doi.org/10.1016/j.jempfin.2015.10.004
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8b7cd8014543419cc4ad102ee3e7c5d
https://doi.org/10.2139/ssrn.2081735
https://doi.org/10.2139/ssrn.2081735