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Household asset holding diversification in Australia
Mariotti, Francesco; Mumford, Karen; Pena-Boquete, Yolanda - 2014
Persistent link: https://www.econbiz.de/10010376548
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A computational study on general equilibrium pricing of derivative securities
Thijssen, Jacco J. J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003481715
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Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros (contributor) - 2007
Persistent link: https://www.econbiz.de/10003446959
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Portfolio choice under ambiguity
Carbone, Enrica; Dong, Xueqi; Hey, John - 2015
Persistent link: https://www.econbiz.de/10010515921
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015
Persistent link: https://www.econbiz.de/10010515948
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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531062
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Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2012
Persistent link: https://www.econbiz.de/10009663202
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European equity investing through the financial crisis : can risk parity, momentum or trend following help to reduce tail risk?
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010235408
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010376537
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Accurate measures of value at risk fitting fat tails
Baixauli, J. Samuel (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745450