Ausgabe 4/2018
Inhalt (5 Artikel)
Financial crises, price discovery, and information transmission: a high-frequency perspective
Roland Füss, Ferdinand Mager, Michael Stein, Lu Zhao
Are financial constraints of corporate activist investors perceived negatively?
Leopold Ingenohl, Nicolas Kube
A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
Jules Clement Mba, Edson Pindza, Ur Koumba
Open Access
Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
Hanen Ben Salah, Jan G. De Gooijer, Ali Gannoun, Mathieu Ribatet
Book Review
Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought
Mathis Mörke