low market returns and high cross-sectional return dispersion when the beta of the zero-investment momentum portfolio …

This paper minimizes the risk of Brent oil in a multivariate portfolio, with three risk-minimizing goals: variance …, parametric value-at-risk (VaR), and semiparametric value-at-risk. Brent oil is combined with five emerging ASEAN (Association of …. However, although the ASEAN indexes have higher extreme risk, we find that a portfolio with these indexes has slightly lower …

Medical expenditure risk can pose a major threat to living standards. We derive decomposable measures of catastrophic … medical expenditure risk from reference-dependent utility with loss aversion. We propose a quantile regression based method of … estimating risk exposure from cross-section data containing information on the means of financing health payments. We estimate …

Medical expenditure risk can pose a major threat to living standards. We derive decomposable measures of catastrophic … medical expenditure risk from reference-dependent utility with loss aversion. We propose a quantile regression based method of … estimating risk exposure from cross-section data containing information on the means of financing health payments. We estimate …

Medical expenditure risk can pose a major threat to living standards. We derive decomposable measures of catastrophic … medical expenditure risk from reference-dependent utility with loss aversion. We propose a quantile regression based method of … estimating risk exposure from cross-section data containing information on the means of financing health payments. We estimate …

Medical expenditure risk can pose a major threat to living standards. We derive decomposable measures of catastrophic … medical expenditure risk from reference-dependent utility with loss aversion. We propose a quantile regression based method of … estimating risk exposure from cross-section data containing information on the means of financing health payments. We estimate …