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Why do life insurers hold sin bonds? : evidence from investment delegation
Brisker, Eric; Wang, Jinjing; Wang, Shuai - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490439
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Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima - In: Finance research letters 24 (2018), pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
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Risk exposure in ESG-driven portfolios : a wavelet study within the tail-concerned insurance sector
Jareño, Francisco; Esparcia, Carlos; Fantini, Giulia - In: Finance research letters 67 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10015062482
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Risk-neutral investors do not acquire information
Muendler, Marc-Andreas - In: Finance research letters 5 (2008) 3, pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
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A simple nonparametric approach to low-dimension, shortfall-based portfolio selection
Haley, M. Ryan - In: Finance research letters 5 (2008) 3, pp. 183-190
Persistent link: https://www.econbiz.de/10003769910
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Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 4, pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices
Kwan, Clarence C. Y. - In: Finance research letters 5 (2008) 4, pp. 236-244
Persistent link: https://www.econbiz.de/10003786423
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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
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A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert; Glantz, Morton; Malamut, Roberto - In: Finance research letters 1 (2004) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
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Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105
Persistent link: https://www.econbiz.de/10003307257