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"Are Betas Best?"
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"Are Betas Best?" (1978)"Are Betas Best?"Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism (2024)Short-Term Stock Correlation …Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices (2008)Estimation error in the avera…The persistence of international diversification benefits before and during the Asian crisis (2003)The persistence of internatio…Emerging stock markets: a more realistic assessment of the gains from diversification (2002)Emerging stock markets: a mor…A compromise solution to mutual funds portfolio selection with transaction costs (2001)A compromise solution to mutu…An Examination of Blume and Vasicek Betas (1998)An Examination of Blume and V…Forecasting the correlation structure of share prices: A test of new models (1992)Forecasting the correlation s…Portfolio Selection: Efficient Diversification of Investments (1959)The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)Emerging equity market volatility (1997)Portfolio Selection (1952)Modern Portfolio Theory and Investment Analysis. (1982)Mutual Fund Performance (1966)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)THE STOCK MARKET PERCEPTION OF INDUSTRY RISK THROUGH THE UTILISATION OF A GENERAL MULTIFACTOR MODEL (2000)4. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES (2004)Multivariate GARCH models: a surveyHoney, I Shrunk the Sample Covariance Matrix (2004)High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers (2015)ON THE ASSESSMENT OF RISK (1971)THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)Stock Return Predictability: Is it There? (2006)Stock Price Prediction Using the ARIMA Model (2014)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)
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  • 2024Short-Term Stock Correlation Forecasting Based on CNN-BiLSTM Enhanced by Attention Mechanism42 cited
  • 2001A compromise solution to mutual funds portfolio selection with transaction costs29 cited
  • 1992Forecasting the correlation structure of share prices: A test of new models22 cited
  • 2008Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices20 cited
  • 2003The persistence of international diversification benefits before and during the Asian crisis20 cited
  • 2002Emerging stock markets: a more realistic assessment of the gains from diversification18 cited
  • 1998An Examination of Blume and Vasicek Betas18 cited

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