Skip to main content

Publisher: Palgrave Macmillan

Volume 12, Number 2, 12 June 2011

An adequate measure for exchange rate returns
pp. 85-93(9)
Author: de Jong, Marielle

Favourites:
ADD

Constructing 130/30-portfolios with the Omega ratio
pp. 94-108(15)
Authors: Gilli, Manfred; Schumann, Enrico; di Tollo, Giacomo; Cabej, Gerda

Favourites:
ADD
Favourites:
ADD

Generalized marginal risk
pp. 123-131(9)
Authors: Keel, Simon; Ardia, David

Favourites:
ADD

Returns in trading versus non-trading hours: The difference is day and night
pp. 132-145(14)
Authors: Kelly, Michael A; Clark, Steven P

Favourites:
ADD

Does the BEYR help predict UK sector returns?
pp. 146-156(11)
Author: McMillan, David G

Favourites:
ADD

  • Access Key
  • Free ContentFree content
  • Partial Free ContentPartial Free content
  • New ContentNew content
  • Open Access ContentOpen access content
  • Partial Open Access ContentPartial Open access content
  • Subscribed ContentSubscribed content
  • Partial Subscribed ContentPartial Subscribed content
  • Free Trial ContentFree trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more