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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk
Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339
Persistent link: https://www.econbiz.de/10009239426
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice
Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813
Persistent link: https://www.econbiz.de/10011380850
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Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio - In: Applied economics 47 (2015) 58/60, pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
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Measuring and explaining implicit risk sharing in defined benefit pension funds
Bikker, Jacob A.; Knaap, Thijs; Romp, Ward E. - In: Applied economics 46 (2014) 16/18, pp. 1996-2009
Persistent link: https://www.econbiz.de/10010412692
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Production risk in multi-output industries : estimates from Norwegian dairy farms
Tveteras, Ragnar; Flaten, Ola; Lien, Gudbrand - In: Applied economics 43 (2011) 28/30, pp. 4403-4414
Persistent link: https://www.econbiz.de/10009388129
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Downside risk measures and equity returns in the NYSE
Chen, Dar-hsin; Chen, Chun-Da; Chen, Jianguo - In: Applied economics 41 (2009) 7/9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10003842299