Similar Search Results

Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry

Chang, Carolyn C. W.; Li, Xiaodan; Lin, Edward M. H.; … - In: International review of economics & finance : IREF 55 (2018), pp. 273-284

Persistent link: https://www.econbiz.de/10012033479

Optimal Risk Budgeting under a Finite Investment Horizon

Lopez de Prado, Marcos - 2019

-horizon goal makes it more appealing among practitioners than myopic approaches, like Markowitz's mean-variance or risk parity. The … GOP literature typically considers risk-neutral investors with an infinite investment horizon. In this paper, we compute … the optimal bet sizes in the more realistic setting of risk-averse investors with finite investment horizons. We find that …

Persistent link: https://www.econbiz.de/10012905108

Climate-aware risk budgeting

Jacobsen, Brian; Cheng, Eddie; Lee, Wai - In: Journal of investment management : JOIM 20 (2022) 4, pp. 52-64

Persistent link: https://www.econbiz.de/10014228549

Public asset management companies : a toolkit

Cerruti, Caroline; Neyens, Ruth - 2016

Persistent link: https://www.econbiz.de/10011485553

Public Asset Management Companies : A Toolkit

Cerruti, Caroline - 2016 - Online-Ausg.

This toolkit is designed for policy makers and stakeholders who are considering the establishment of a publicly funded asset management company (AMC). An AMC is a statutory body or corporation, fully or partially owned by the government, usually established in times of financial sector stress,...