Similar Search Results

The alpha and beta of equity hedge UCITS funds : implications for momentum investing

Bouamara, Nabil; Boudt, Kris; Peeters, Benedict; … - In: Factor investing : from traditional to alternative risk …, (pp. 415-446). 2017

Persistent link: https://www.econbiz.de/10011796460

For better or for worse

Vandenbroucke, Jürgen - In: Revue bancaire et financière 72 (2008) 3, pp. 216-220

Persistent link: https://www.econbiz.de/10003708313

The role of correlation in risk profile portfolios

Vandenbroucke, Jürgen - In: The journal of asset management 18 (2017) 2, pp. 144-153

Persistent link: https://www.econbiz.de/10011695012

Artificial humanity : smart tooling to implement the human touch in digital investing

Vandenbroucke, Jürgen - In: Journal of digital banking 7 (2022) 2, pp. 159-165

Persistent link: https://www.econbiz.de/10013502242

A cumulative prospect view on portfolios that hold structured products

Vandenbroucke, Jürgen - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 297-310

Persistent link: https://www.econbiz.de/10011566139

Risk, reward, and beyond : on the behavioral sensitivities of mean-variance efficient portfolios

Vandenbroucke, Jürgen; Das, Sanjiv R. - In: Journal of investment management : JOIM 16 (2018) 4, pp. 79-93

Persistent link: https://www.econbiz.de/10011961023

Behavioral Risk Profiling : Measuring Loss Aversion of Individual Investors

van Dolder, Dennie; Vandenbroucke, Jürgen - 2022

Loss aversion has been shown to be an important driver of people’s investment decisions. Encouraged by regulators, financial institutions are in search of ways to incorporate clients’ loss aversion in their risk classifications. The most critical obstacle appears to be the lack of a valid...

Persistent link: https://www.econbiz.de/10013492094

Hedge fund portfolio selection with modified expected shortfall

Boudt, Kris; Peterson, B. G.; Carl, P. - In: Computational finance and its applications III : …, (pp. 99-107). 2008

Persistent link: https://www.econbiz.de/10003713274

Estimation and decomposition of downside risk for portfolios with non-normal returns

Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103

Persistent link: https://www.econbiz.de/10003809417

Implied expected returns and the choice of a mean-variance efficient portfolio proxy

Ardia, David; Boudt, Kris - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 68-81

Persistent link: https://www.econbiz.de/10011432240