Narrow search
Showing 1 - 10 of 549
Cover Image
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Chen, Wen; Minney, Aaron; Toscas, Peter; Koo, Bonsoo; … - In: Finance research letters 39 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012805467
Cover Image
Computing present values : capital budgeting done correctly
Jarrow, Robert A. - In: Finance research letters 11 (2014) 3, pp. 183-193
Persistent link: https://www.econbiz.de/10010441188
Cover Image
Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
Cover Image
Discrete time hedging with liquidity risk
Ku, Hyejin; Lee, Kiseop; Zhu, Huaiping - In: Finance research letters 9 (2012) 3, pp. 135-143
Persistent link: https://www.econbiz.de/10009628115
Cover Image
A note on minimum riskiness hedge ratio
Ehsani, Sina; Lien, Da-hsiang Donald - In: Finance research letters 15 (2015), pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Cover Image
Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung - In: Finance research letters 40 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
Cover Image
Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820088
Cover Image
The influence of Bitcoin on portfolio diversification and design
Akhtaruzzaman, Md.; Sensoy, Ahmet; Corbet, Shaen - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012484864
Cover Image
Optimal risk taking under high-water mark contract with jump risk
Mu, Congming; Yan, Jingzhou; Liang, Zhian - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
Cover Image
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
Chen, Kexin; Wong, Hoi Ying - In: Finance research letters 29 (2019), pp. 184-192
Persistent link: https://www.econbiz.de/10012418589