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Reported risk categories in the prospectus and IPO valuation in Indian stock market : an empirical investigation
Grover, Krishan Lal; Bhullar, Pritpal Singh; Sahoo, Seshadev - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 2, pp. 297-316
Persistent link: https://www.econbiz.de/10014545883
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Does Operating Risk Affect Portfolio Risk? Evidence from Insurers' Securities Holding
Chen, Xuanjuan - 2020
operating risk may behave as if they were more risk averse in investment decisions. Specifically, we study how operating risk … from underwriting insurance policies affects insurers' risk taking behavior in their portfolio investments. We find that … risk -- they have lower credit risk exposure in their bond investments, as well as lower portfolio weights on risky bonds …
Persistent link: https://www.econbiz.de/10012846485
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Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
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Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik; Hacini, Mehdi-Vincent; Somefun, Koye - In: Quantitative finance 24 (2024) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh - In: Journal of empirical finance 28 (2014), pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Economic modelling 94 (2021), pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
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A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
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Spillover effects among financial institutions within Germany and the United Kingdom
Ghulam, Yaseen; Doering, Jana - In: Research in international business and finance 44 (2018), pp. 49-63
Persistent link: https://www.econbiz.de/10011982980
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ß in the tails
Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks
Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine - 2023
stability index, and credit spreads. Moreover, sorting funds along exposure to our tail risk measure discriminates between high …
Persistent link: https://www.econbiz.de/10014359412