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1
Physical and transition risk premiums in euro area corporate bond markets
Bats, Joost Victor
;
Bua, Giovanna
;
Kapp, Daniel
-
2024
, indicating increased awareness and
hedging
demand
after the Paris Agreement. Transition risk premiums are smaller and less …
Persistent link: https://www.econbiz.de/10014484474
Saved in:
2
Robust hedging of terminal wealth under interest rate risk and inflation risk
Balter, Anne
;
Coumans, Lieske
;
Jong, Frank de
-
2021
-
This version: November 9, 2021
Persistent link: https://www.econbiz.de/10012664512
Saved in:
3
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
4
An incentive problem of risk balancing in portfolio choices
Lu, Jin-Ray
;
Hwang, Chih-Chiang
;
Liu, Min-Luan
;
Lin, …
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 192-200
Persistent link: https://www.econbiz.de/10011627531
Saved in:
5
Expected return, time-varying risk, and
hedging
demand
in the US REITs market
Xiao, Zhongyi
;
Lin, Zhangxi
;
Li, Siming
- In:
Journal of management analytics
1
(
2014
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10011729405
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