Keywords: G11; C10; C44; C58; G11; Index tracking; Enhanced index tracking; Cointegration; Correlation;
مقالات ISI G11 (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: G11; G11; G14; G17; Equity premium; Out-of-sample prediction; Economic fundamentals; Technical indicators; Shrinkage estimation;
Keywords: G11; Comparative statics; Portfolio choice; Phantom aversion; Phantom decision model; Uncertainty; D81; G11;
Keywords: G11; Electricity; Real options; Vertical integration; Investments; Market structure; Market power; D81; G11; L1; L94; M37;
Keywords: G11; Overconfidence; Better-than-average; Bias; Investment; Risk aversion; Professionals; G11; J22;
Keywords: G11; G11; G14; G15; Anomalies; Seasonality; Market efficiency; Emerging markets;
Keywords: G11; Heterogeneous agents; Stylized facts; Portfolio choice; G12; G11;
Keywords: G11; G11; G12; G13; Commodity index; Portfolio diversification; Estimation error;
Keywords: G11; G10; G11; G14; G17; Extreme returns; Implied volatility; Conditional volatility; Idiosyncratic volatility; Expected shortfall;
Keywords: G11; Commodity and currency futures; Spanning tests; Predictability; Portfolio strategies; Out-of-sample performance; C53; G10; G11; G17;
Keywords: G11; G10; G11; Trading strategies; Contrarian; Momentum; Buy; Sell; Stock characteristics; Portfolio composition;
Keywords: G11; Banking crises; Default risk; Ring-fencing; Bank subsidiaries; Distance to default; Merton model; F36; G11; G12; G15;
Keywords: G11; Mutual funds; Moral hazard; Active management; Passive management; G11;
Keywords: G11; G11; G12; G14; Return volatility; Short-selling bans; Information production; Asset prices; Rational expectations;
Keywords: G11; F31; F3; D4; C15; G10; G11; G12; G15; G20; G30; G32; C52; C61; Liquidity; Flight to liquidity; Economic growth; Commodity; Gold; the Dollar; Granger causality; Nonlinear cointegration; STAR;
Keywords: G11; Commodities; Cointegration; Futures; Option pricing; Spread options; Spark spread; Crack spread; C61; G11; G12;
Keywords: G11; G11; G14; G23; Corporate social responsibility; Mutual fund performance; Mutual fund flows; Socially responsible investing;
Keywords: G11; Index funds; Active investing; Welfare analysis; Differences in opinion; General equilibrium model; G11; G12; D84;
Keywords: G11; F3; F5; G11; G21; Macroprudential policies; International capital flows; Banking sector;
Keywords: G11; C35; C51; G11; Measurement error; Subjective expectations; Stock market participation;
Keywords: G11; F32; F36; G11; G15; G23; Benchmark indexes; Contagion; ETFs; International asset prices; International portfolio flows; Mutual funds;
Keywords: G11; G10; G11; G19; G29; Market timing; Liquidity timing; Volatility timing;
Keywords: G11; Asset-allocation strategy; Asymmetric dependence; Dynamic copula; Economic value; Global financial crisis; Safe haven; G10; G11; G14;
Keywords: G11; Private equity; Returns; Performance persistence; Portfolio companies; G11; G23;
Keywords: G11; G11; G15; Q02; C22; Crude oil; Gold; Spillovers; Hedging; Dynamic correlation; Gulf Cooperation Council; Portfolio;
Keywords: G11; C34; D14; D81; G11; Household finance; Risk aversion; Expectations; Mean variance analysis; Truncated and censored models;
Keywords: G11; M41; G11; G12; G23; Accrual anomaly; Mutual funds; Market efficiency; Korean stock market;
Keywords: G11; Economic uncertainty; Uncertainty aversion; Cross-section of stock returns; ICAPM; Return predictability; G11; G12; C13; E20; E30;
Keywords: G11; Jumps; Return predictability; Systemic events; Variance risk premium; C58; G11; C14;
Keywords: G11; G11; G12; G14; Anomalies; Crash; Overpricing; Retail investors; Limits to arbitrage;
Keywords: G11; G11; G12; G15; Data-snooping; Momentum strategy; Russian stock market; White's Reality Check; Stationary bootstrap; Risk-return maximization;
Keywords: G11; G11; G13; G14; Predictability modelling; Nonlinear; Flexible regression model; Projection pursuit regression; Static model; Dynamic model; Forecasting;
Keywords: G11; G11; Indexing; Passive investing; Fundamentally weighted index; Market capitalisation weighted index; Noise in price;
Keywords: G11; C14; C44; G11; G18; G21; Banks; Liquidity risk; Stochastic dominance efficiency;
Keywords: G11; Time preference; Risk attitude; Wealth effect; Real option; Idiosyncratic risk; G11; G31; E2;
Keywords: G11; G02; G11; D80; D81; Ambiguity aversion; Correlation ambiguity; General equilibrium; Limited participation; Flight to quality;
Keywords: G11; Market uncertainty; Financial crises; Liquidity; Flight-to-liquidity; Flow-induced trading; Mutual funds; Institutional investors; Liquidity provision; Portfolio liquidation; G01; G11; G12; G14; G20;
Keywords: G11; D53; G02; G11; G12; Equilibrium asset pricing; Heterogeneous agents; Recursive utility; Loss aversion; Gain-loss ratio; Market dominance;
Keywords: G11; G11; G12; G15; Liquidity commonality; Pricing of liquidity; International financial markets;
Keywords: G11; G11; G14; G18; G32; Government policy; Political connections; Stock returns; Polling data; Zero-cost portfolio;
Keywords: G11; Oil price shocks; Stock market; Connectedness; Structural Vector Autoregression; Geopolitical unrest; Economic crisis; C32; C51; G11; G15; Q41; Q43;
Keywords: G11; G23; G12; G11; Mutual funds; Performance evaluation; Seasonality; Benchmark index;
Keywords: G11; D83; E21; G11; Financial literacy; Life cycle model; Portfolio choice;
Keywords: G11; G11; G28; G30; Corporate innovation; Political connections; China;
Keywords: G11; G15; G11; Asymmetric spillover effects; Return and volatility transmission; Stabilizing and destabilizing spillover effect;
Keywords: G11; C32; F36; F37; G10; G11; G15; Asia banking sector; International correlation; Dependence; Copula model;
Keywords: G11; G11; G14; Individual investors; Trading; Investor performance; Information;
Keywords: G11; Tax uncertainty; Asset location; Retirement savings; IRA; Roth; G11; H31; J32;
Keywords: G11; F36; G11; G15; Institutional investors; Comovements; International diversification; International capital markets;
Keywords: G11; G11; G23; E52; Pension funds; Unconventional monetary policy; Asset allocation; Interest rates;