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Stochastic dominance and the omega ratio
Fong, Wai-mun - In: Finance research letters 17 (2016), pp. 7-9
Persistent link: https://www.econbiz.de/10011596196
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Risk aversion vs. the Omega ratio : consistency results
Balder, Sven; Schweizer, Nikolaus - In: Finance research letters 21 (2017), pp. 78-84
Persistent link: https://www.econbiz.de/10011807506
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How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki - In: Finance research letters 58 (2023) 4, pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
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A note on minimum riskiness hedge ratio
Ehsani, Sina; Lien, Da-hsiang Donald - In: Finance research letters 15 (2015), pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
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The empirical minimum-variance hedge
Lence, Sergio H. - In: American journal of agricultural economics 76 (1994) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10001165895
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Predicting Bitcoin returns : comparing the roles of newspaper- and internet search-based measures of uncertainty
Bouri, Elie; Gupta, Rangan - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485208
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Optimal risk taking under high-water mark contract with jump risk
Mu, Congming; Yan, Jingzhou; Liang, Zhian - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
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Hedging supply risks : an optimal water portfolio
Leroux, Anke D.; Martin, Vance - In: American journal of agricultural economics 98 (2016) 1, pp. 276-296
Persistent link: https://www.econbiz.de/10011580691
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Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima - In: Finance research letters 24 (2018), pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
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Reference-dependent hedging : theory and evidence from Iowa corn producers
Jacobs, Keri L.; Li, Ziran; Hayes, Dermot James - In: American journal of agricultural economics 100 (2018) 5, pp. 1450-1468
Persistent link: https://www.econbiz.de/10011959997