Works matching IS 15203255 AND DT 2017 AND VI 19 AND IP 3

Results: 7

Tweet Sentiments and Crowd-Sourced Earnings Estimates as Valuable Sources of Information around Earnings Releases.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 7, doi. 10.3905/jai.2017.19.3.007

By:

JIM KYUNG-SOO LIEW;
SHENGHAN GUO;
TONGLI ZHANG

Publication type:

Article

Semivolatility of Returns as a Measure of Downside Risk.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 68, doi. 10.3905/jai.2017.19.3.068

By:

CHAMBERS, DONALD R.;
QIN LU

Publication type:

Article

Embracing Downside Risk.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 59, doi. 10.3905/jai.2017.19.3.059

By:

ISRAELOV, RONI;
NIELSEN, LARS N.;
VILLALON, DANIEL

Publication type:

Article

Volatility Weighting Applied to Momentum Strategies.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 40, doi. 10.3905/jai.2017.19.3.040

By:

DU PLESSIS, JOHAN;
HALLERBACH, WINFRIED G.

Publication type:

Article

Dividend Swaps and Dividend Futures: State of Play.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 27, doi. 10.3905/jai.2017.19.3.027

By:

MIXON, SCOTT;
ONUR, ESEN

Publication type:

Article

Portfolio Management with Drawdown-Based Measures.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 75, doi. 10.3905/jai.2017.19.3.075

By:

MOLYBOGA, MARAT;
L'AHELEC, CHRISTOPHE

Publication type:

Article

Editor’s Letter.

Published in:

Journal of Alternative Investments, 2017, v. 19, n. 3, p. 1, doi. 10.3905/jai.2017.19.3.001

By:

Kazemi, Hossein

Publication type:

Article