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Journal of Investment Strategies

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1.

What Drives the January Seasonality in the Illiquidity Premium? Evidence from International Stock Markets

Journal of Investment Strategies, Vol. 10, No. 1
Number of pages: 24 Posted: 30 Jun 2021
Accepted Paper Series
Montpellier Business School and Fordham university
2.

Uncertain Risk Parity

Journal of Investment Strategies, Vol. 10, No. 1
Number of pages: 14 Posted: 30 Jun 2021
Accepted Paper Series
Investment Grade Modeling

Multiple version iconThere are 2 versions of this paper

3.

Corporate Equity Performance and Changes in Firm Characteristics

Journal of Investment Strategies, Vol. 10, No. 1
Number of pages: 28 Posted: 30 Jun 2021
Accepted Paper Series
Mississippi State University and Waterfall Asset Management
4.

The Price of Bitcoin: GARCH Evidence from High-frequency Data

Journal of Investment Strategies, Vol. 9, No. 4
Number of pages: 18 Posted: 12 May 2021
Accepted Paper Series
European Union - Institute for Prospective Technological Studies (IPTS), European Union - European Commission and Slovak University of Agriculture
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5.

Portfolio Allocation Based on Expected Profit and Loss Measures

Journal of Investment Strategies, Vol. 9, No. 4
Number of pages: 42 Posted: 12 May 2021
Accepted Paper Series
North-West University and affiliation not provided to SSRN
Downloads 1
6.

Quant Investing in Cluster Portfolios

Journal of Investment Strategies, Vol. 9, No. 4
Number of pages: 18 Posted: 12 May 2021
Accepted Paper Series
New Jersey Institute of Technology, New York University (NYU) - Courant Institute of Mathematical Sciences and New Jersey Institute of Technology

Multiple version iconThere are 2 versions of this paper

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7.

Realized Profits on the Stationary Offshore Ocean Economy: An Analysis

Journal of Investment Strategies, Vol. 9, No. 3, 2021
Number of pages: 28 Posted: 28 Apr 2021
Accepted Paper Series
American University of the Middle East (AUM), American University of the Middle East (AUM) and American University of the Middle East (AUM)
Downloads 2
8.

The Price of Liquidity in the Reinsurance of Fund Returns

Journal of Investment Strategies, Vol. 9, No. 3, 2021
Number of pages: 32 Posted: 28 Apr 2021
Accepted Paper Series
University of Waterloo, University of Toronto and Technical University Munich
Downloads 3
9.

Sign Prediction and Sign Regression

Journal of Investment Strategies, Vol. 9, No. 3, 2021
Number of pages: 12 Posted: 28 Apr 2021
Accepted Paper Series
Zhongnan University of Economics and Law
Downloads 2
10.

What’s so Special about Time Series Momentum?

Journal of Investment Strategies, Vol. 9, No. 2, 2020
Number of pages: 12 Posted: 19 Jan 2021
Accepted Paper Series
Kensho Technologies and New York University (NYU)
Downloads 1
11.

Smaller Drawdowns, Higher Average and Risk-adjusted Returns for Equity Portfolios, Using Options and Power-log Optimization Based on a Behavioral Model of Investor Preferences

Journal of Investment Strategies, Vol. 9, No. 2, 2020
Number of pages: 18 Posted: 19 Jan 2021
Accepted Paper Series
Saint Mary's College of California and Saint Mary's College of California
Downloads 1
12.

Strangle to Resuscitate: Evidence from India

Journal of Investment Strategies, Vol. 9, No. 2, 2020
Number of pages: 14 Posted: 19 Jan 2021
Accepted Paper Series
Shri Vaishnav Institute of Management
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13.

Is Trading Indicator Performance Robust? Evidence from Scenario Building

Journal of Investment Strategies, Vol. 9, No. 1, 2020
Number of pages: 22 Posted: 19 Jan 2021
Accepted Paper Series
University of Zurich
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14.

Optimal Dynamic Strategies on Gaussian Returns

Journal of Investment Strategies, Vol. 9, No. 1, 2020
Number of pages: 32 Posted: 19 Jan 2021
Accepted Paper Series
UCL - Computer Science and Department of Computer Science, University College London

Multiple version iconThere are 2 versions of this paper

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15.

Eigenportfolios of US Equities for the Exponential Correlation Model

Journal of Investment Strategies, Vol. 9, No. 1, 2020
Number of pages: 24 Posted: 19 Jan 2021
Accepted Paper Series
New Jersey Institute of Technology and New Jersey Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 1