Mean-variance asset-liability management: From surplus optimization to liability-driven investment.
- Published in:
- Journal of Industrial & Management Optimization, 2025, v. 21, n. 5, p. 1, doi. 10.3934/jimo.2024180
- By:
- Publication type:
- Article
Works about BEAR markets
Results: 348
1
2
Decomposing the Momentum in the Japanese Stock Market.
- Published in:
- Asia-Pacific Financial Markets, 2024, v. 31, n. 2, p. 221, doi. 10.1007/s10690-023-09413-y
- By:
- Publication type:
- Article
3
Best-Case Scenario Robust Portfolio: Evidence from China Stock Market.
- Published in:
- Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 297, doi. 10.1007/s10690-022-09375-7
- By:
- Publication type:
- Article
4
Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets.
- Published in:
- Asia-Pacific Financial Markets, 2022, v. 29, n. 4, p. 605, doi. 10.1007/s10690-022-09361-z
- By:
- Publication type:
- Article
5
The Influence of Japan's Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 4, p. 331, doi. 10.1007/s10690-014-9188-5
- By:
- Publication type:
- Article
6
Is There a Size Effect in the Pricing of Stocks in the Chinese Stock Markets?: The Case of Bull Versus Bear Markets.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 2, p. 117, doi. 10.1007/s10690-008-9074-0
- By:
- Publication type:
- Article
7
Hedge Fund Strategies and Time-Varying Alphas and Betas.
- Published in:
- Journal of Wealth Management, 2017, v. 19, n. 4, p. 44, doi. 10.3905/jwm.2017.19.4.044
- By:
- Publication type:
- Article
8
Tactical Equity Investing Across Bull and Bear Markets.
- Published in:
- Journal of Wealth Management, 2012, v. 14, n. 4, p. 61, doi. 10.3905/jwm.2012.14.4.061
- By:
- Publication type:
- Article
9
From Rising Stars and Falling Angels: On the Relationship Between the Performance and Ratings of German Mutual Funds.
- Published in:
- Journal of Wealth Management, 2010, v. 13, n. 1, p. 75, doi. 10.3905/JWM.2010.13.1.075
- By:
- Publication type:
- Article
10
What Should Your Asset Allocation Be When You Retire?
- Published in:
- Journal of Wealth Management, 2010, v. 12, n. 4, p. 60, doi. 10.3905/JWM.2010.12.4.060
- By:
- Publication type:
- Article
11
A Reassessment of the Performance of American Depository Receipts: The Brazilian Experience.
- Published in:
- Journal of Wealth Management, 2009, v. 12, n. 3, p. 125, doi. 10.3905/JWM.2009.12.3.125
- By:
- Publication type:
- Article
12
Is There a Role for Commodities in Long-Term Wealth Accumulation?
- Published in:
- Journal of Wealth Management, 2009, v. 12, n. 2, p. 130, doi. 10.3905/JWM.2009.12.2.130
- By:
- Publication type:
- Article
13
Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203436
- By:
- Publication type:
- Article
14
Do cryptocurrencies and crude oil influence each other? Evidence from wavelet-based quantile-in-quantile approach.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2082027
- By:
- Publication type:
- Article
15
Are financial market states recurrent and persistent?
- Published in:
- Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1622171
- By:
- Publication type:
- Article
16
Do sentiment indices impact the premium of prominent pricing factors?
- Published in:
- Cogent Economics & Finance, 2018, v. 6, n. 1, p. 1, doi. 10.1080/23322039.2018.1550898
- By:
- Publication type:
- Article
17
The systematic biases in decision-making in the mutual-fund markets: Market states and disposition effect.
- Published in:
- Cogent Economics & Finance, 2018, v. 6, n. 1, p. 1, doi. 10.1080/23322039.2018.1537538
- By:
- Publication type:
- Article
18
Investment decision in crisis: The alternative view of escalation of commitment in determining investment performance.
- Published in:
- Cogent Business & Management, 2023, v. 10, n. 1, p. 1, doi. 10.1080/23311975.2023.2196785
- By:
- Publication type:
- Article
19
News and markets: The 2008 crisis from a neurofinance perspective—the case of BMFbovespa.
- Published in:
- Cogent Business & Management, 2017, v. 4, n. 1, p. 1, doi. 10.1080/23311975.2017.1374920
- By:
- Publication type:
- Article
20
The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility.
- Published in:
- Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/5454625
- By:
- Publication type:
- Article
21
How Do Islamic Stock Markets React to Country-based and Global Financial Factors in BRIC and G7? Evidence from a Novel MMQR Approach.
- Published in:
- Turkish Journal of Islamic Economics, 2024, v. 11, n. 1, p. 143, doi. 10.26414/A4037
- By:
- Publication type:
- Article
22
Islamic Finance, Ownership Risk and Right to Yield Gaps in Theory and Practice.
- Published in:
- Turkish Journal of Islamic Economics, 2023, v. 10, n. 1, p. 1, doi. 10.26414/A3175
- By:
- Publication type:
- Article
23
When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets.
- Published in:
- Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00638-y
- By:
- Publication type:
- Article
24
Integration and Disintegration of EMU Government Bond Markets.
- Published in:
- Econometrics (2225-1146), 2021, v. 9, n. 1, p. 13, doi. 10.3390/econometrics9010013
- By:
- Publication type:
- Article
25
Safe-haven assets for U.S. equities during the 2020 COVID-19 bear market.
- Published in:
- Economics & Business Letters, 2021, v. 10, n. 3, p. 331, doi. 10.17811/ebl.10.3.2021.331-335
- By:
- Publication type:
- Article
26
Is the Easy Credit Party Over?
- Published in:
- Financial Executive, 2007, v. 23, n. 7, p. 40
- By:
- Publication type:
- Article
27
BEWARE OF TYPHOONS --AND 'TYCOON' CEOS.
- Published in:
- Financial Executive, 2002, v. 18, n. 9, p. 11
- Publication type:
- Article
28
Investor sentiments and performance of selected ESG indices in BRICS markets during bull and bear conditions.
- Published in:
- Investment Analysts Journal, 2024, v. 53, n. 3, p. 231, doi. 10.1080/10293523.2024.2397889
- By:
- Publication type:
- Article
29
The low-volatility effect in African frontier equity markets.
- Published in:
- Investment Analysts Journal, 2024, v. 53, n. 3, p. 189, doi. 10.1080/10293523.2024.2361986
- By:
- Publication type:
- Article
30
Leveraging defence into offence: enhancing absolute and risk-adjusted equity returns with tail risk management overlays.
- Published in:
- Investment Analysts Journal, 2023, v. 52, n. 3, p. 246, doi. 10.1080/10293523.2023.2245243
- By:
- Publication type:
- Article
31
Influences of risk‐aversion behavior and purchasing option in a cross‐border dual‐channel supply chain.
- Published in:
- International Transactions in Operational Research, 2025, v. 32, n. 3, p. 1494, doi. 10.1111/itor.13345
- By:
- Publication type:
- Article
32
Dual Long Memory in Stock Market Prices: New Evidence Based on Bull and Bear Markets.
- Published in:
- IUP Journal of Applied Economics, 2013, v. 12, n. 3, p. 38
- By:
- Publication type:
- Article
33
Equity valuation under Bull and Bear market regimes in South East Asia firms: a switching regression approach.
- Published in:
- Applied Economics, 2011, v. 43, n. 7, p. 837, doi. 10.1080/00036840802599966
- By:
- Publication type:
- Article
34
Evidence of the duration-dependence from the stock markets in the Pacific Rim economies.
- Published in:
- Applied Economics, 2007, v. 39, n. 11, p. 1461, doi. 10.1080/00036840600592858
- By:
- Publication type:
- Article
35
Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach.
- Published in:
- PLoS ONE, 2023, v. 18, n. 12, p. 1, doi. 10.1371/journal.pone.0295363
- By:
- Publication type:
- Article
36
Total Eclipse.
- Published in:
- Janus Head, 2017, v. 16, n. 2, p. 209
- By:
- Publication type:
- Article
37
Machine learning techniques for cross-sectional equity returns' prediction.
- Published in:
- OR Spectrum, 2023, v. 45, n. 1, p. 289, doi. 10.1007/s00291-022-00693-w
- By:
- Publication type:
- Article
38
Speculative Short Sellers, Put Options and the Weekend Effect: A Closer Examination.
- Published in:
- Quarterly Journal of Finance & Accounting, 2011, v. 50, n. 1, p. 23
- By:
- Publication type:
- Article
39
Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment.
- Published in:
- Journal of Real Estate Finance & Economics, 2024, v. 69, n. 3, p. 545, doi. 10.1007/s11146-022-09898-w
- By:
- Publication type:
- Article
40
Market conditions, investor sentiment and disposition effect. An empirical study based on China's stock market.
- Published in:
- Revista de Contabilidad - Spanish Accounting Review, 2024, v. 27, n. 2, p. 260, doi. 10.6018/rcsar.529401
- By:
- Publication type:
- Article
41
Lessons Learned From Past Markets Bear Repeating.
- Published in:
- AUANews, 2011, v. 16, n. 10, p. 26
- By:
- Publication type:
- Article
42
A COMPARISON OF PORTFOLIO OPTIMIZATION RESULTS WITH FUZZY KONNO-YAMAZAKI LINEAR PROGRAMMING IN BULL AND BEAR MARKETS: THE CASE OF TURKEY.
- Published in:
- Economic Computation & Economic Cybernetics Studies & Research, 2019, v. 53, n. 4, p. 195, doi. 10.24818/18423264/53.4.19.12
- By:
- Publication type:
- Article
43
Un-diversifying during crises: Is it a good idea?
- Published in:
- Computational Management Science, 2019, v. 16, n. 3, p. 401, doi. 10.1007/s10287-018-0340-y
- By:
- Publication type:
- Article
44
Risky Business.
- Published in:
- Ontario Dentist, 2010, v. 87, n. 8, p. 45
- By:
- Publication type:
- Article
45
The Gambler's Fallacy, the Halo Effect, and the Familiarity Effect Based on Risk Profile: Bullish and Bearish Market in Indonesia Stock Exchange.
- Published in:
- Gadjah Mada International Journal of Business, 2023, v. 25, n. 2, p. 143, doi. 10.22146/gamaijb.64801
- By:
- Publication type:
- Article
46
The just price, exploitation, and prescription drugs: why free marketeers should object to profiteering by the pharmaceutical industry.
- Published in:
- Review of Social Economy, 2019, v. 77, n. 2, p. 108, doi. 10.1080/00346764.2018.1551561
- By:
- Publication type:
- Article
47
Time-Varying Risk Aversion and Dynamic Portfolio Allocation.
- Published in:
- Operations Research, 2022, v. 70, n. 1, p. 23, doi. 10.1287/opre.2020.2095
- By:
- Publication type:
- Article
48
The Effect of News Photo Sentiment on Stock Price Crash Risk Based on Deep Learning Models.
- Published in:
- Computational Economics, 2025, v. 65, n. 5, p. 2679, doi. 10.1007/s10614-024-10659-5
- By:
- Publication type:
- Article
49
Portfolio Optimization Via Online Gradient Descent and Risk Control.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 361, doi. 10.1007/s10614-022-10284-0
- By:
- Publication type:
- Article
50
Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 1183, doi. 10.1007/s10614-020-10016-2
- By:
- Publication type:
- Article