Narrow search
Showing 1 - 10 of 5,454
Cover Image
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
Botshekan, Mahmoud; Kraeussl, Roman; Lucas, Andre - 2010
We test whether asymmetric preferences for losses versus gains as in Ang, Chen, and Xing (2006) also affect the pricing of cash flow versus discount rate news as in Campbell and Vuolteenaho (2004). We construct a new four-fold beta decomposition, distinguishing cash flow and discount rate betas...
Persistent link: https://www.econbiz.de/10010325965
Cover Image
Demand for assets by heterogeneous agents in the Italian markets
D'Ecclesia, Rita L. - In: New operational approaches for financial modelling, (pp. 63-79). 1997
Persistent link: https://www.econbiz.de/10001299232
Cover Image
Evaluation of value-at-risk models using historical data
Hendricks, Darryll - In: Economic policy review 2 (1996) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10001218934
Cover Image
Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Cover Image
An investor’s perspective on risk-models and characteristic-models
Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276
Persistent link: https://www.econbiz.de/10011628338
Cover Image
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
Cover Image
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
Cover Image
Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
Cover Image
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
Cover Image
Gold and exchange rates : downside risk and hedging at different investment horizons
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: International review of economics & finance : IREF 34 (2014), pp. 267-279
Persistent link: https://www.econbiz.de/10010533150