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1دورية أكاديمية
المصدر: Research Collection Lee Kong Chian School Of Business
مصطلحات موضوعية: Cryptocurrency, return predictability, information spillover, adaptive LASSO, Finance and Financial Management
وصف الملف: application/pdf
العلاقة: https://ink.library.smu.edu.sg/lkcsb_research/6901Test; https://ink.library.smu.edu.sg/context/lkcsb_research/article/7900/viewcontent/SSRN_id3974583.pdfTest
الإتاحة: https://doi.org/10.2139/ssrn.3974583Test
https://ink.library.smu.edu.sg/lkcsb_research/6901Test
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7900/viewcontent/SSRN_id3974583.pdfTest -
2دورية أكاديمية
المصدر: Research Collection Lee Kong Chian School Of Business
مصطلحات موضوعية: adaptive lasso, portfolio optimisation, quantile regression, Value-at-Risk, tail events, Finance and Financial Management, Portfolio and Security Analysis
وصف الملف: application/pdf
العلاقة: https://ink.library.smu.edu.sg/lkcsb_research/4868Test; https://ink.library.smu.edu.sg/context/lkcsb_research/article/5867/viewcontent/TailEventDrivenAssetAllocation_2015.pdfTest
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3دورية أكاديمية
المؤلفون: RAPACH, David E., STRAUSS, Jack, Tu, Jun, ZHOU, Guofu
المصدر: Research Collection Lee Kong Chian School Of Business
مصطلحات موضوعية: Complex industry interdependencies, Predictive regression, Adaptive LASSO, Central node, Industry-rotation portfolio, Business cycle, Multifactor model, Principal components, Target-relevant factors, Business, Finance and Financial Management
وصف الملف: application/pdf
العلاقة: https://ink.library.smu.edu.sg/lkcsb_research/4515Test; https://ink.library.smu.edu.sg/context/lkcsb_research/article/5514/viewcontent/RapachStraussTu_2015Dec8_IndustryInterdependenciesXindustryReturnPred_WP.pdfTest