A Century of Asset Allocation Crash Risk
Year of publication: |
2023
|
---|---|
Authors: | Samonov, Mikhail ; Sorokina, Nonna |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzkrise | Financial crisis | Risiko | Risk | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4318157 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan, (2020)
-
Measuring Risk Appetite from Financial Assets' Excess Returns
Gatumel, Mathieu, (2015)
-
Optimal long-term allocation with pension fund liabilities
Jondeau, Eric, (2014)
- More ...
-
A century of asset allocation crash risk
Samonov, Mikhail, (2024)
-
Opioid Epidemic and Consumer Finance : Quo Vadis?
Agarwal, Sumit, (2022)
-
Liquidity and bank capital structure
Patel, Ajay, (2022)
- More ...