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Downside risk of international stock returns
Galsband, Victoria - In: Journal of banking & finance 36 (2012) 8, pp. 2379-2388
Persistent link: https://www.econbiz.de/10009656247
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Optimal portfolio choice over the life cycle with social security
Smetters, Kent A.; Chen, Ying - 2009
Persistent link: https://www.econbiz.de/10009354797
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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Optimal portfolio choice with wage-indexed social security
Li, Jialun; Smetters, Kent A. - 2011
"The NBER Bulletin on Aging and Health provides summaries of publications like this. You can sign up to receive the NBER Bulletin on Aging and Health by email. This paper re-examines the classic question of how a household should optimally allocate its portfolio between risky stocks and...
Persistent link: https://www.econbiz.de/10009129772
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Heterogeneous background risks and portfolio choice : evidence from micro-level data
Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720
Persistent link: https://www.econbiz.de/10010470086
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Global asset allocation : risk and return trade-off on emerging stockmarkets
Derrabi, Mohamed; Leseure, Michel - In: Risk management in emerging markets, (pp. 35-55). 2005
Persistent link: https://www.econbiz.de/10003182662
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Market share, investor horizon, and stock crash risk
Ngo, Thanh; Susnjara, Jurica; Yi, Ha-Chin - In: The journal of corporate accounting & finance 35 (2024) 1, pp. 308-324
Persistent link: https://www.econbiz.de/10014472341
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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An introduction to risk and return from common stocks
Brealey, Richard A. - 1993 - 2. ed., 5. print.
Persistent link: https://www.econbiz.de/10004197976
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Multivariate Dependence Risk and Portfolio Selection : An Application to International Stock Portfolio
Simo-Kengne, Beatrice - 2016
This study analyses the risk dependence of international stock portfolio based on three risk metrics, namely, the portfolio expected return, CVaR, and the Sharp ratio. The portfolio is optimised under both multivariate GARCH models (DCC and GO-CARCH) and the copula approaches (Student t...
Persistent link: https://www.econbiz.de/10012980838