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The eminence of risk-free rates in portfolio management : a South African perspective

Van Heerden, Chris - In: The journal of applied business research 32 (2016) 2, pp. 569-596

Persistent link: https://www.econbiz.de/10011500649

Taking into account the rate of convergence in CLT under Risk evaluation on financial markets

Kazaryan, Levon; Kantorovich, Gregory - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

This paper examines “fat tails puzzle” in the financial markets. Ignoring the rate of convergence in Central Limit Theorem (CLT) provides the “fat tail” uncertainty. In this paper, we provide a review of the empirical results obtained “fat tails puzzle” using innovative method of...

Persistent link: https://www.econbiz.de/10011877599

Evaluating the reliability of efficient energy technology portfolios

Deluque, Ilka; Shittu, Ekundayo; Deason, Jonathan - In: EURO Journal on decision processes 6 (2018) 1/2, pp. 115-138

Persistent link: https://www.econbiz.de/10011889475

Market consistent valuations with financial imperfection

Assa, Hirbod; Gospodinov, Nikolaj - In: Decisions in economics and finance : DEF ; a journal of … 41 (2018) 1, pp. 65-90

Persistent link: https://www.econbiz.de/10011997028

Alternative Data and Artificial Intelligence Techniques : Applications in Investment and Risk Management

Zhang, Qingquan Tony; Li, Beibei; Xie, Danxia - 2022

Chapter 1: The introduction of the portfolio management and risk evaluation -- Chapter 2: The major trends in financial portfolio management -- Chapter 3: Machine Learning and AI in financial portfolio management -- Chapter 4: Introduction of Alternative data in Finance -- Chapter 5: Alternative...

Persistent link: https://www.econbiz.de/10013431280

Crypto portfolio optimization through lens of tail risk and variance measures

Tomić, Bojan; Žiković, Saša; Jovanović, Lorena - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 40 (2022) 2, pp. 297-312

Persistent link: https://www.econbiz.de/10013538925

On the black swan risk dynamical evaluation

Zuev, Sergei; Kabalyants, Petr - In: International journal of risk assessment and management … 25 (2022) 1/2, pp. 56-66

Persistent link: https://www.econbiz.de/10014227074