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How Do Investors Measure Risk?
Berk, Jonathan - 2015
We infer which risk model investors use by looking at their capital allocation decisions. We find that investors adjust … for risk using the beta of the Capital Asset Pricing Model (CAPM). Extensions to the CAPM perform poorly, implying that … they do not help explain how investors measure risk …
Persistent link: https://www.econbiz.de/10013014478
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Mathematical model of financial investment risk
Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
Schäfer, Klaus (ed.); Rudolph, Bernd (honouree);  … - 2009
Persistent link: https://www.econbiz.de/10003836147
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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan V. - 2005
Persistent link: https://www.econbiz.de/10003346695
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
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The measurement of market risk : modelling of risk factors, asset pricing, and approximation of portfolio distributions
Moix, Pierre-Yves - 2000
Persistent link: https://www.econbiz.de/10001463922
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A risk measure for S-shaped assets and prediction of investment performance
Tang, Qi; Haidar, Haidar; Minsky, Bernard; Thapar, Rishi - In: Journal / The Capco Institute : journal of financial … 34 (2012), pp. 175-181
Persistent link: https://www.econbiz.de/10010340583
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The measurement and management of risk in R & D and innovation
Bosworth, Derek; Jobome, Gregory - In: International journal of technology management : IJTM 18 (1999) 5/6/7/8, pp. 476-499
Persistent link: https://www.econbiz.de/10001473802
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Mutual funds herding behavior, sentiment, and market volatility
Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107
Persistent link: https://www.econbiz.de/10012613519
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Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 51-65
Persistent link: https://www.econbiz.de/10012423057