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Portfolio optimization for heavy-tailed assets : Extreme Risk Index vs. Markowitz
Mainik, Georg; Mitov, Georgi; Rüschendorf, Ludger - In: Journal of empirical finance 32 (2015), pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
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Consumption risk and the cross-section of government bond returns
Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
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Beta vs. characteristics : comparison of risk model performances
Daehwan, Kim - In: Journal of empirical finance 34 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
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Investment, idiosyncratic risk, and growth options
Liu, Clark; Wang, Shujing - In: Journal of empirical finance 61 (2021), pp. 118-138
Persistent link: https://www.econbiz.de/10012693244
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Household portfolio allocation, uncertainty, and risk
Brown, Sarah; Gray, Daniel; Harris, Mark N.; Spencer, … - In: Journal of empirical finance 63 (2021), pp. 96-117
Persistent link: https://www.econbiz.de/10013258727
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Risk optimizations on basis portfolios : the role of sorting
Fays, Boris; Papageorgiou, Nicolas A.; Lambert, Marie - In: Journal of empirical finance 63 (2021), pp. 136-163
Persistent link: https://www.econbiz.de/10013258989
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Volatility forecasts, proxies and loss functions
Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Journal of empirical finance 59 (2020), pp. 133-153
Persistent link: https://www.econbiz.de/10012437952
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Beta dispersion and market timing
Kuntz, Laura-Chloé - In: Journal of empirical finance 59 (2020), pp. 235-256
Persistent link: https://www.econbiz.de/10012437978
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Negative voters? : electoral competition with loss-aversion
Lockwood, Ben; Rockey, James - In: The economic journal : the journal of the Royal … 130 (2020) 632, pp. 2619-2648
Persistent link: https://www.econbiz.de/10012385320
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Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis; Vozlyublennaia, Nadia - In: Journal of empirical finance 37 (2016), pp. 282-292
Persistent link: https://www.econbiz.de/10011663061