Narrow search
Showing 1 - 10 of 11,399
Cover Image
The new science of asset allocation : risk management in a multi-asset world
Schneeweis, Thomas - 2010 - Online-Ausg.
A feasible asset allocation framework for the post 2008 financial world Asset allocation has long been a cornerstone of prudent investment management; however, traditional allocation plans failed investors miserably in 2008. Asset allocation still remains an essential part of the investment...
Persistent link: https://www.econbiz.de/10012678602
Cover Image
A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel; Bouri, Abdelfettah - In: International journal of finance & banking studies : JJFBS 2 (2013) 4, pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Cover Image
Die Anlagepolitik der Versicherungsunternehmen im Lichte des Shortfall-Konzepts
Auckenthaler, Christoph; Zweifel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 34 (2005) 9, pp. 482-487
Persistent link: https://www.econbiz.de/10003059019
Cover Image
Pricing for multiline insurer : frictional costs, insolvency, and asset allocation
Zhang, Li; Nielson, Norma - In: Risk management and insurance review 15 (2012) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10011656922
Cover Image
Systematic tail risk
Oordt, Maarten van; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010225580
Cover Image
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012816709
Cover Image
Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis
Dor, Arik Ben; Florig, Stephan; Guan, Jingling; Zeng, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 139-155
Persistent link: https://www.econbiz.de/10012517348
Cover Image
Dynamic risk management of multi-asset portfolios
Groll, Christian - 2017
Persistent link: https://www.econbiz.de/10012202863
Cover Image
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2015
Persistent link: https://www.econbiz.de/10011796068
Cover Image
The mean-variance (in)efficiency of duration-based immunization
François, Pascal; Moraux, Franck - In: International review of finance : the official journal … 24 (2024) 2, pp. 253-290
Persistent link: https://www.econbiz.de/10014575525