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International Journal of Financial Studies, Volume 10, Issue 1

March 2022 - 22 articles

Cover Story: Markowitz’s mean-variance model for portfolio optimization has come under constant criticism, primarily due to the fact that the adequacy of using variance as a measure of risk and the importance of correlation coefficients at the time of market decline are questionable. Based on the tools provided by game theory, it is possible to form a model that only measures downside risk and has theoretical advantages. However, empirical ones need to be considered. If we observe weekly returns of stocks in the European capital market over the period 2000–2020, including three bear market periods and including the period of market decline during the COVID-19 crisis, we can obtain an answer. View this paper

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Article

59 Citations

15,062 Views

17 Pages

FinTech Companies: A Bibliometric Analysis

Gencay Tepe,
Umut Burak Geyikci and
Fatih Mehmet Sancak

Int. J. Financial Stud.2022, 10(1), 2;https://doi.org/10.3390/ijfs10010002

28 December 2021

The financial-technology industry has recently attracted the attention of many sectors. The financial-technology industry designs new and unusual technological financial services in many areas. It combines technology with finance and provides an alte...

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Article

8 Citations

6,217 Views

13 Pages

Effect of Financial Clusters on Startup Mergers and Acquisitions

Saurabh Ahluwalia and
Sul Kassicieh

Int. J. Financial Stud.2022, 10(1), 1;https://doi.org/10.3390/ijfs10010001

24 December 2021

The conventional wisdom has maintained that being in proximity to entrepreneurial ecosystems helps startups to raise financing, develop and grow. In this paper, we examine the effect of a major component of an entrepreneurial ecosystem-financial or v...

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Int. J. Financial Stud. - ISSN 2227-7072

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