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The performance of venture capital investments : failure risk, valuation uncertainty & venture characteristics
Pandher, Gurupdesh S. - In: Quantitative finance 21 (2021) 6, pp. 929-943
Persistent link: https://www.econbiz.de/10012515626
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Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin; Brandtner, Mario; Kürsten, Wolfgang - In: Quantitative finance 21 (2021) 6, pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei; Xu, Huifu; Ma, Tiejun - In: Quantitative finance 21 (2021) 10, pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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Mean-variance portfolio selection under partial information with drift uncertainty
Xiong, Jie; Xu, Zuo Quan; Zheng, Jiayu - In: Quantitative finance 21 (2021) 9, pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
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Coherent portfolio performance ratios
Kroll, Yoram; Marchioni, Andrea; Ben-Horin, Moshe - In: Quantitative finance 21 (2021) 9, pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
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Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan; Wang, Yudong; Liu, Li - In: Quantitative finance 21 (2021) 11, pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
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A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng; Wang, Lei - In: Quantitative finance 21 (2021) 3, pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
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An alternative nonparametric tail risk measure
Law, Keith K. F.; Li, Wai Keung; Yu, Philip L. H. - In: Quantitative finance 21 (2021) 4, pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
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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