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Mostly prior-free asset allocation
Chassang, lvain - In: Journal of risk 21 (2018/2019) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011981403
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On the systematic downside risk measure : a note
Jan, Yin-Ching - In: International journal of financial research 7 (2016) 5, pp. 51-55
Persistent link: https://www.econbiz.de/10011579743
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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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Aggregate risk and efficiency of mutual funds
Kucinskas, Simas - 2015
I analyze welfare properties of mutual funds in the Diamond-Dybvig model with two sources of aggregate risk: undiversifiable interest rate risk and shocks to aggregate liquidity demand. Mutual funds are inefficient when the economy faces undiversifiable interest rate risk. However, if only...
Persistent link: https://www.econbiz.de/10011339154
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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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A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel; Bouri, Abdelfettah - In: International journal of finance & banking studies : JJFBS 2 (2013) 4, pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
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Quantifying downside risk in goal-based portfolios
Parker, Franklin J. - In: The journal of wealth management 17 (2014/15) 3, pp. 68-77
Persistent link: https://www.econbiz.de/10011286148
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The consumption-income ratio, entrepreneurial risk, and the U.S. stock market
Hoffmann, Mathias - In: Journal of money, credit and banking : JMCB 46 (2014) 6, pp. 1259-1292
Persistent link: https://www.econbiz.de/10010466585
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Inflation-protecting asset allocation : a downside risk analysis
Koniarski, Tim; Sebastian, Steffen - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10011294199
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Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236