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Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan; Chen, Lu-Jui; Liu, Hung-Chun; Hsu, … - In: International journal of economics and finance 8 (2016) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
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On the stability of portfolio risk : an analysis of the impact of portfolio size and risk based fund classification
Ewen, Martin - 2018
Persistent link: https://www.econbiz.de/10012145032
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Assessing market and credit risk of country funds : a value-at-risk analysis
Papaioannou, Michael G.; Gatzonas, E. K. - In: Global risk management : financial, operational, and …, (pp. 61-79). 2002
Persistent link: https://www.econbiz.de/10001748583
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Risk and return in hedge funds and funds-of-Hedge funds : a cross-sectional approach
Lee, Hee Soo - In: Australasian accounting business and finance journal : AABF 6 (2012) 3, pp. 43-64
Persistent link: https://www.econbiz.de/10010244265
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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10008746615
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La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani
Giannotti, Claudio; Mattarocci, Gianluca - In: Economia e diritto del terziario : rivista quadrimestrale 22 (2010) 3, pp. 549-569
Persistent link: https://www.econbiz.de/10009523072
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Risk management under UCITS III/IV : a new challenge for the fund industry
Szylar, Christian - 2010
Persistent link: https://www.econbiz.de/10003939820
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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10003940928
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Mexican REITs (FIBRAS) in retirement funds (AFORES) : different pricing approaches and market risk measurement implications
Cruz-Aké, Salvador; García-Ruiz, Reyna Susana; … - In: International journal of bonds and derivatives 2 (2016) 3, pp. 211-232
Persistent link: https://www.econbiz.de/10011742332
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Drawdown measures : are they all the same?
Korn, Olaf; Möller, Philipp M.; Schwehm, Christian - 2019
Over the years, a diverse range of drawdown measures has evolved to guide asset management. We show that almost all of these measures fit into a unified framework. This new framework simplifies the implementation of drawdown measures and improves understanding their similarities and differences....
Persistent link: https://www.econbiz.de/10012116585