Similar Search Results

Optimal portfolio positioning on multiple assets under ambiguity

Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012272015

On the stochastic dominance of portfolio insurance strategies

Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27

Persistent link: https://www.econbiz.de/10011542992

Risk management of time varying floors for dynamic portfolio insurance

Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381

Persistent link: https://www.econbiz.de/10011864356

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

Real estate investment : market volatility and optimal holding period under risk aversion

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555

Persistent link: https://www.econbiz.de/10011647530

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. …

Persistent link: https://www.econbiz.de/10013503483

Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets

Hu, Yuan; Lindquist, W. Brent; Fabozzi, Frank J. - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10012613090

The risk-adjusted performance of convertible venture contracts

Pandher, Gurupdesh S.; Bonaparte, Yosef; Fabozzi, Frank J. - In: International review of economics & finance : IREF 93 (2024) 1, pp. 485-500

Persistent link: https://www.econbiz.de/10014535364

Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management

Fabozzi, Frank J.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 48 (2022) 10, pp. 1-5

Persistent link: https://www.econbiz.de/10014232132