Ausgabe 3/2020
Inhalt (5 Artikel)
Factor exposures and diversification: Are sustainably screened portfolios any different?
Arnaud Gougler, Sebastian Utz
Open Access
Momentum effects in the cryptocurrency market after one-day abnormal returns
Guglielmo Maria Caporale, Alex Plastun
A new unbiased additive robust volatility estimation using extreme values of asset prices
Muneer Shaik, S. Maheswaran