Z-score vs minimum variance preselection methods for constructing small portfolios
## Abstract Several contributions in the literature argue that a significant in-sample risk reduction can be obtained by investing in a relatively...
## Abstract Several contributions in the literature argue that a significant in-sample risk reduction can be obtained by investing in a relatively...
## Abstract A number of innovations have been introduced in the last five years to counter the devastating impact of credit rationing in Europe,...
## Abstract Low-Default Portfolios (LDPs) form a significant and substantial portion of retail assets at major financial institutions. However, in...
## Abstract SMEs (Small and Medium Sized Enterprises) are fundamental to the economic development of any country, and access to credit is seen as an...
## Abstract The real estate market bubble and the subprime mortgages have been often identified as the causes of the current financial crisis, but...
## Introduction The COVID-19 pandemic has proved to be the perfect trigger to the current economic recession, but the global economy was already weak...
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