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Asymmetric ambiguity spillover among international equity markets
Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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M-Squared and ranking issues for risky assets
Baigent, G. Glenn - In: Applied economics letters 22 (2015) 4/6, pp. 247-250
Persistent link: https://www.econbiz.de/10010506803
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How skewness influences optimal allocation in a risky asset?
Eling, Martin; Sudheesh, K. K.; Tibiletti, Luisa - In: Applied economics letters 20 (2013) 7/9, pp. 842-846
Persistent link: https://www.econbiz.de/10009763287
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Risk diversification through multiple group membership in microfinance
Lehkar, Ratul; Pingali, Viswanath - In: Applied economics letters 21 (2014) 7/9, pp. 622-625
Persistent link: https://www.econbiz.de/10010414764
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Incorporating uncertainty into the Black-Litterman portfolio selection model
Simonian, Joseph; Davis, Joshua M. - In: Applied economics letters 18 (2011) 16/18, pp. 1719-1722
Persistent link: https://www.econbiz.de/10009383340
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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia; Strobel, Frank; Tran Thu Ha - In: Applied economics letters 28 (2021) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10012415101