Narrow search
Showing 1 - 10 of 6,493
Cover Image
Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548
Cover Image
Are Oil and Gas Stocks from the Australian Market Riskier than Coal and Uranium Stocks? Dependence Risk Analysis and Portfolio Optimization
Arreola Hernández, José - 2016
This articlemodels the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios fromthe Australian market in the context of the global financial crisis of 2008–2009. The modeling framework implemented consists of pair vine copulas...
Persistent link: https://www.econbiz.de/10012990828
Cover Image
Asset pricing and downside risk in the Australian share market
Alles, Lakshman; Murray, Louis - In: Applied economics 49 (2017) 43, pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
Cover Image
Extreme financial risks : from dependence to risk management
Malevergne, Yannick; Sornette, Didier - 2006
Persistent link: https://www.econbiz.de/10003042066
Cover Image
Securities and risk reduction in venture capital investment agreements
Cornelius, Barbara; Hargreaves, Colin P. - 1991
Persistent link: https://www.econbiz.de/10000835942
Cover Image
Trading intensity and real estate performance
Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: The journal of real estate finance and economics 35 (2007) 4, pp. 449-474
Persistent link: https://www.econbiz.de/10003621350
Cover Image
Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors
Li, Bob; Stork, Thomas; Chai, Daniel; Ee, Mong Shan; … - In: Pacific-Basin finance journal 27 (2014), pp. 19-31
Persistent link: https://www.econbiz.de/10010499729
Cover Image
Portfolio size and diversification on the JSE securities exchange and the Australian stock exchange
Webbstock, M.; Wessels, D. R.; Firer, C.; Davidson, S. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 29 (2005) 2, pp. 55-60
Persistent link: https://www.econbiz.de/10003098350
Cover Image
Investor expectations and systematic risk
Clements, Adam; Drew, Michael E. - 2003
Persistent link: https://www.econbiz.de/10001737312
Cover Image
Risk sensitive asset allocation
Bielecki, Tomasz R.; Pliska, Stanley R.; Sherris, Michael - In: Journal of economic dynamics & control 24 (2000) 8, pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593