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Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Janabi, Mazin A. M. al - In: Economic modelling 40 (2014), pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
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International risk transmission of stock market movements
Shen, Yifan - In: Economic modelling 69 (2018), pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
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Extreme risk spillovers across financial markets under different crises
Cao, Yufei - In: Economic modelling 116 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Ethical and unethical investments under extreme market conditions
Olofsson, Petter; Råholm, Anna; Uddin, Mohammed Gazi Salah - In: International review of financial analysis 78 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013255864
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun; Lin, Jia-Juan - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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The price of shelter : downside risk reduction with precious metals
Bredin, Donal; Conlon, Thomas; Potì, Valerio - In: International review of financial analysis 49 (2017), pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
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Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V. - In: International review of financial analysis 91 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
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Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085