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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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Corporate international diversification and risk
Krapl, Alain A. - In: International review of financial analysis 37 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011316624
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Open-ended property funds : risk and return profile : diversification benefits and liquidity risks
Haß, Lars Helge; Johanning, Lutz; Rudolph, Bernd; … - In: International review of financial analysis 21 (2012), pp. 90-107
Persistent link: https://www.econbiz.de/10009633329
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Managing the risks of energy efficiency insurances in a portfolio context: an actuarial diversification approach
Baltuttis, Dennik; Töppel, Jannick; Tränkler, Timm; … - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012301096
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Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar; Kumar, Sunil - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
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Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
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Tractable robust expected utility and risk models for portfolio optimization
Natarajan, Karthik; Sim, Melvyn; Uichanco, Joline - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 695-731
Persistent link: https://www.econbiz.de/10008667625
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On two approaches to coherent risk contribution
Cherny, Alexander; Orlov, Dmitri - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 557-571
Persistent link: https://www.econbiz.de/10009156014
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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