inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified …

exists differ substantially. This article compares risk and returns for regular and lump-sum investors for all possible … risk of negative returns disappears for horizons that are six years shorter. Increasing contributions deteriorate risk and …

within both the academic and public community in measuring and modeling systemic risk. This article introduces a new … framework for measuring systemic risk by using a risk-adjusted balance sheet approach. In this regard, the analysis of 21 … largest commercial banks operating in 7 countries from Central and Eastern Europe, shows potential risk which could threaten …

. We use the capital flows into and out of mutual funds to infer which risk model investors use. We derive a simple test …

using Vector Autoregressive analysis we identify global risk aversion as the main driver of the Chilean equity market …