Portfolio protection – one size fits none - Janus Henderson Investors
PDF) Conditional correlation in asset return and GARCH intensity model
Log transformations: How to handle negative data values? - The DO Loop
Statistical Properties of Financial Market Data
Statistical Properties of Financial Market Data
European loans: as varied as Bertie Bott's every flavour beans - Janus Henderson Investors
How to interpret negative log return more than -100%? - Quantitative Finance Stack Exchange
Empirical Findings and Discussion | SpringerLink
Statistical Properties of Financial Market Data
PDF) Non-parametric news impact curve: a variational approach
PDF) Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
How to transform negative values to logarithms? - Cross Validated
How to transform negative values to logarithms? - Cross Validated
Why Log Returns | Quantivity
A Dynamic Mean-Variance Analysis for Log Returns
Understand When Log Can Return a Negative or Positive Value - YouTube
How can we calculate log returns when the values have different signs (one negative another positive)? - Quora
A Dynamic Mean-Variance Analysis for Log Returns
Risks of Long-Term Stock Market Investments
Six reasons why it can make sense to buy a bond with a negative yield - Wealth management - Schroders
Returns with negative net asset values | R-bloggers
PDF) The Term Structure of the Risk-Return Trade-Off
Risks | Free Full-Text | Inflation Protected Investment Strategies | HTML
