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Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - In: Journal of empirical finance 9 (2002) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - 2001
Persistent link: https://www.econbiz.de/10001554542
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Selection of the right risk measures for portfolio allocation
Nguyen, Thanh - In: International journal of monetary economics and finance 7 (2014) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
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Gesamtrisiko versus Marktrisiko in der Performancemessung : für individuelle Anlageentscheidungen sind häufig beide Risikomaße relevant
Wilkens, Marco; Scholz, Hendrik - 2000
Persistent link: https://www.econbiz.de/10001737807
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Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stavros Andrea (contributor); Zenios, Stavros A. (ed.) - 1995 - Reprinted
Persistent link: https://www.econbiz.de/10013493619
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Measuring macroeconomic disagreement : a mixed frequency approach
Sheen, Jeffrey R.; Wang, Ben Zhe - In: Journal of economic behavior & organization : JEBO 189 (2021), pp. 547-566
Persistent link: https://www.econbiz.de/10012660331
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Essays on risk measurement and modeling in macroeconomics and finance
Song, Dongho - 2014
Persistent link: https://www.econbiz.de/10012513945
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Modeling and Forecasting Macroeconomic Downside Risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2021
We document a substantial increase in downside risk to US economic growth over the last 30 years. By modelling secular trends and cyclical changes of the predictive density of GDP growth, we find an accelerating decline in the skewness of the conditional distributions, with significant,...
Persistent link: https://www.econbiz.de/10013226483
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Econometrie van financie͏̈le markten : de bepaling van het risicoprofiel van beleggingen
Nijman, Theodore E.; Jong, Frank de - 1997
Persistent link: https://www.econbiz.de/10000962833