Showing 1 - 7 results of 7 for search 'PORTFOLIO MANAGEMENT', query time: 0.43s Refine Results
  1. 1
    An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management
    by Imran Yousaf, Shoaib Ali, Wing-Keung Wong
    Published 2020-09-01
    “...Journal of Risk and Financial Management...”
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    Article
  2. 2
    Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications
    by Imran Yousaf, Shoaib Ali, Wing-Keung Wong
    Published 2020-07-01
    “...Journal of Risk and Financial Management...”
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    Article
  3. 3
    Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications
    by Imran Yousaf, Shoaib Ali, Muhammad Naveed, Ifraz Adeel
    Published 2021-04-01
    “.... Finally, we calculate the optimal weights and hedge ratios for the oil and stock portfolios. In comparison...”
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    Article
  4. 4
    Gold against Asian Stock Markets during the COVID-19 Outbreak
    by Imran Yousaf, Elie Bouri, Shoaib Ali, Nehme Azoury
    Published 2021-04-01
    “...Journal of Risk and Financial Management...”
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    Article
  5. 5
    Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
    by Imran Yousaf, Shoaib Ali, Elie Bouri, Tareq Saeed
    Published 2021-05-01
    “..., investors should increase their investments in, (a) gold for a portfolio of oil-gold, and (b) Bitcoin for a...”
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    Article
  6. 6
    Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic
    by Imran Yousaf, Shoaib Ali
    Published 2020-11-01
    “... to portfolio managers and policymakers regarding portfolio diversification, hedging, forecasting, and risk...”
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    Article
  7. 7
    The COVID-19 outbreak and high frequency information transmission between major cryptocurrencies: Evidence from the VAR-DCC-GARCH approach
    by Imran Yousaf, Shoaib Ali
    Published 2020-12-01
    “... period. Lastly, we compute the optimal portfolio weights, time-varying hedge ratios, and hedging...”
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    Article
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