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Items where Author is "Alexeev, V"
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Number of items: 7.
Alexeev, V and Dungey, M 2013
, Equity portfolio diversification with high frequency data.
Alexeev, V and Tapon, F 2013
, Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets.
Alexeev, V and Tapon, F 2014
, How many stocks are enough for diversifying Canadian institutional portfolios?.
Alexeev, V and Tapon, F 2013
, What Australian investors need to know to diversify their portfolios.
Alexeev, V ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
Alexeev, V ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
Doan, MP, Alexeev, V and Brooks, R 2014
, Concurrent momentum and contrarian strategies in the Australian stock market.
This list was generated on Thu Jun 1 02:18:56 2023 AEST.