E-LIB Suche - Ergebnisse für: Harris, Richard D.F.

1

Bitcoin replication using machine learning:

Harris, Richard D.F. ; Mazibas, Murat ; Rambaccussing, Dooruj
International Review of Financial Analysis. 93 (2024) - p. 103207 , 2024

Link: https://doi.org/10.1016/..

2

Average tail risk and aggregate stock returns:

Dai, Yingtong ; Harris, Richard D.F.
Journal of International Financial Markets, Institutions and Money. 82 (2023) - p. 101699 , 2023

Link: https://doi.org/10.1016/..

3

Maximally predictable currency portfolios:

Harris, Richard D.F. ; Shen, Jian ; Yilmaz, Fatih
Journal of International Money and Finance. 128 (2022) - p. 102702 , 2022

Link: https://doi.org/10.1016/..

4

Portfolio optimization with behavioural preferences and inv..:

Harris, Richard D. F. ; Mazibas, Murat
European Journal of Operational Research. 296 (2022) 1 - p. 368-387 , 2022

Link: https://doi.org/10.1016/..

5

A component Markov regime‐switching autoregressive conditio..:

Harris, Richard D. F. ; Mazibas, Murat
Bulletin of Economic Research. 74 (2021) 2 - p. 650-683 , 2021

Link: https://doi.org/10.1111/..

6

Systematic extreme downside risk:

Harris, Richard D.F. ; Nguyen, Linh H. ; Stoja, Evarist
Journal of International Financial Markets, Institutions and Money. 61 (2019) - p. 128-142 , 2019

Link: https://doi.org/10.1016/..

7

Model-based earnings forecasts vs. financial analysts' earn..:

Harris, Richard D.F. ; Wang, Pengguo
The British Accounting Review. 51 (2019) 4 - p. 424-437 , 2019

Link: https://doi.org/10.1016/..

8

Extreme downside risk and market turbulence:

Harris, Richard D. F. ; Nguyen, Linh H. ; Stoja, Evarist
Quantitative Finance. 19 (2019) 11 - p. 1875-1892 , 2019

Link: https://doi.org/10.1080/..

9

Option‐implied betas and the cross section of stock returns:

Harris, Richard D. F. ; Li, Xuguang ; Qiao, Fang
Journal of Futures Markets. 39 (2018) 1 - p. 94-108 , 2018

Link: https://doi.org/10.1002/..

10

Financial market Volatility, macroeconomic fundamentals and..:

(Jeremy) Chiu, Ching-wai ; Harris, Richard D.F. ; Stoja, Evarist.
Journal of Banking & Finance. 92 (2018) - p. 130-145 , 2018

Link: https://doi.org/10.1016/..

11

Soft power and exchange rate volatility:

Cevik, Serhan ; Harris, Richard D. F. ; Yilmaz, Fatih
International Finance. 20 (2017) 3 - p. 271-288 , 2017

Link: https://doi.org/10.1111/..

12

The intrinsic value of gold: An exchange rate-free price in..:

Harris, Richard D.F. ; Shen, Jian
Journal of International Money and Finance. 79 (2017) - p. 203-217 , 2017

Link: https://doi.org/10.1016/..

13

The dynamic Black–Litterman approach to asset allocation:

Harris, Richard D.F. ; Stoja, Evarist ; Tan, Linzhi
European Journal of Operational Research. 259 (2017) 3 - p. 1085-1096 , 2017

Link: https://doi.org/10.1016/..

14

Dynamic factor long memory volatility:

Harris, Richard D. F. ; Nguyen, Anh T. H.
Quantitative Finance. 17 (2017) 8 - p. 1205-1221 , 2017

Link: https://doi.org/10.1080/..

15

Can behavioral biases explain the rejections of the expecta..:

Bulkley, George ; Harris, Richard D.F. ; Nawosah, Vivekanand
Journal of Banking & Finance. 58 (2015) - p. 179-193 , 2015

Link: https://doi.org/10.1016/..