//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk aversion"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Downside Risk"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk aversion
Downside risk
221
Portfolio-Management
197
Risiko
196
Portfolio selection
194
Risk
194
downside risk
194
Schätzung
141
Risikomaß
140
Risk measure
139
Estimation
138
Theorie
136
Theory
131
Kapitaleinkommen
93
Capital income
92
CAPM
80
Downside Risk
65
Risk management
63
Risikomanagement
60
Aktienmarkt
47
Stock market
47
Volatility
46
Volatilität
46
Risikoaversion
45
Börsenkurs
36
Financial crisis
35
Finanzkrise
35
Risikoprämie
35
Risk premium
35
Share price
35
Kapitalanlage
34
Financial investment
33
Welt
32
World
32
Hedging
28
ARCH model
25
ARCH-Modell
25
Forecasting model
20
Prognoseverfahren
20
China
19
more ...
less ...
Online availability
All
Undetermined
29
Free
10
Type of publication
All
Article
32
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
41
Undetermined
1
Author
All
Weigert, Florian
9
Chabi-Yo, Fousseni
5
Ruenzi, Stefan
5
Eeckhoudt, Louis R.
4
Liu, Liqun
4
Huggenberger, Markus
3
Keenan, Donald C.
3
Snow, Arthur
3
Chaigneau, Pierre
2
Denuit, Michel
2
Meyer, Jack
2
Neilson, William
2
Paan Jindapon
2
Peter, Richard
2
Ungeheuer, Michael
2
Alessandri, Todd M.
1
Arghyrou, Michael Georgiou
1
Bonilla, Claudio A.
1
Chi, Yichun
1
Crainich, David
1
Danau, Daniel
1
De Donno, Marzia
1
Denuit, Michel M.
1
Eddleston, Kimberly
1
Eeckhoudt, Louis
1
Florackis, Chris
1
Guo, Dongmei
1
Harvey, Campbell R.
1
Hu, Audrey Xianhua
1
Hu, Yi
1
Hu, Yonghong
1
Huang, James
1
Kaniovski, Serguei
1
Le Courtois, Olivier
1
Lu, Wenna
1
Lu, Xiaohua
1
Mammen, Jan
1
Menegatti, Mario
1
Mo, Xuan
1
Nakamura, Yutaka
1
more ...
less ...
Published in...
All
Journal of mathematical economics
4
Working papers on finance
3
Economic theory bulletin
2
Economics letters
2
Insurance / Mathematics & economics
2
The European journal of finance
2
The Geneva risk and insurance review
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
Working paper / Centre for Financial Research
2
Applied economics letters
1
Cardiff economics working papers
1
Critical finance review
1
Discussion paper / Tinbergen Institute
1
Economic theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics Letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International journal of economic theory
1
Journal of banking & finance
1
Journal of business research : JBR
1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and uncertainty : JRU
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
WIFO working papers
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
RePEc
1
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the relationship between comparisons of risk aversion of different orders
De Donno, Marzia
;
Menegatti, Mario
- In:
Journal of mathematical economics
102
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013539505
Saved in:
2
Multivariate crash risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
-
2021
-
This version: May 21, 2021
returns than stocks with low MCRASH. The premium is not explained by linear factor exposures, alternative
downside
risk
…
Persistent link: https://www.econbiz.de/10012585546
Saved in:
3
Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua
;
Hu, Yonghong
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
Saved in:
4
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
5
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
6
Exchange rate risk, distribution asymmetry and deviations from purchasing power parity
Arghyrou, Michael Georgiou
;
Lu, Wenna
;
Pourpourides, …
-
2020
Firstly, we show that domestic prices of net importer countries incorporate a risk premium, driven by higher moments of future nominal exchange rate returns and secondly, using US dollar exchange rates against three currencies of major net exporting countries to the US such as Canada, Japan and...
Persistent link: https://www.econbiz.de/10012230006
Saved in:
7
Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
-
2020
-
This version: January 2020
We merge the literature on downside return risk and liquidity risk and introduce the concept of extreme downside liquidity (EDL) risks. The cross-section of stock returns reflects a premium if a stock's return (liquidity) is lowest at the same time when the market liquidity (return) is lowest....
Persistent link: https://www.econbiz.de/10012175486
Saved in:
8
Reversibly greater
downside
risk
aversion by a prudence-based measure
Keenan, Donald C.
;
Snow, Arthur
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171149
Saved in:
9
Reversibly greater
downside
risk
aversion
Keenan, Donald C.
;
Snow, Arthur
- In:
The Geneva risk and insurance review
47
(
2022
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10013387200
Saved in:
10
Multivariate crash risk
Chabi-Yo, Fousseni
;
Huggenberger, Markus
;
Weigert, Florian
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10013473731
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->