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Diversified minimum-variance portfolios
Coqueret, Guillaume - In: Annals of finance 11 (2015) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10011376184
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Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Grabchak, Michael - In: Annals of finance 10 (2014) 4, pp. 553-568
Persistent link: https://www.econbiz.de/10010463508
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Intragroup transfers, intragroup diversification and their risk assessment
Haier, Andreas; Molčanov, Il'ja S.; Schmutz, Michael - In: Annals of finance 12 (2016) 3/4, pp. 363-392
Persistent link: https://www.econbiz.de/10011571512
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K-fold cross validation performance comparisons of six naive portfolio selection rules : how naive can you be and still have successful out-of-sample portfolio performance?
Haley, M. Ryan - In: Annals of finance 13 (2017) 3, pp. 341-353
Persistent link: https://www.econbiz.de/10011945451
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Demand shocks and market manipulation
Pinheiro, Marcelo - In: Annals of finance 4 (2008) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - In: Annals of finance 4 (2008) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10003714674
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Amplification and asymmetry in crashes and frenzies
Ozsoylev, Han N. - In: Annals of finance 4 (2008) 2, pp. 157-181
Persistent link: https://www.econbiz.de/10003644884
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On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
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Behavior in a simplified stock market : the status quo bias, the disposition effect and the ostrich effect
Brown, Alexander L.; Kagel, John H. - In: Annals of finance 5 (2009) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10003775306
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Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo; Nicodano, Giovanna - In: Annals of finance 5 (2009) 1, pp. 15-48
Persistent link: https://www.econbiz.de/10003775308