Volume 18; Issue 4

Journal of Asset Management

Volume 18; Issue 4

1

Hedge funds risk and connectedness

Manicaro, Christian, Falzon, Joseph

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 271 KB

english, 2017

2

A risk control tool for foreign financial activities – A new derivatives pricing model

Jiang, I-Ming, Lo, Chia Chun, Karathanasopoulos, Andreas, Skindilias, Konstantinos

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 1.08 MB

english, 2017

3

Does fundamental value run asset price formation process? Evidence from option price information content

Aloulou, Abderrahmen, Ellouze, Siwar

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 1.28 MB

english, 2017

4

Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility

Maguire, Phil, Kelly, Stephen, Miller, Robert, Moser, Philippe, Hyland, Philip, Maguire, Rebecca

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 530 KB

english, 2017

5

A strong case to calculate the Treynor ratio using log-returns

Bednarek, Ziemowit, Firsov, Oleksandr, Patel, Pratish

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 327 KB

english, 2017

6

Negative interest rates: Causes and consequences

Journal:

Journal of Asset Management

Year:

2017

Language:

english

File:

PDF, 742 KB

english, 2017