Volume 19, issue 4, July 2018

6 articles in this issue

Wrong-way-risk in tails

Authors
- Janis Müller
- Peter N. Posch
- Content type: Original Article
- Published: 26 April 2018
- Pages: 205 - 215
Portfolio optimisation in an uncertain world

Authors
- Marielle de Jong
- Content type: Original Article
- Published: 17 November 2017
- Pages: 216 - 221
Corporate social responsibility and the performance of Australian REITs: a rolling regression approach

Authors
- Steffen Westermann
- Scott Niblock
- Michael Kortt
- Content type: Original Article
- Published: 28 May 2018
- Pages: 222 - 234
The diminished effect of index rebalances

Authors
- Konstantina Kappou
- Content type: Original Article
- Published: 17 April 2018
- Pages: 235 - 244
Volatility forecasting in practice: exploratory evidence from European hedge funds

Authors
- Max Schreder
- Content type: Original Article
- Published: 04 June 2018
- Pages: 245 - 258
The impact of working capital management on firms’ performance and value: evidence from Egypt

Authors
- Amr Ahmed Moussa
- Content type: Original Article
- Published: 04 June 2018
- Pages: 259 - 273