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Defensive Aktien : the Conservative Formula für Euro-Anleger
Walkshäusl, Christian - In: Corporate finance : Finanzierung, Kapitalmarkt, … 11 (2020) 5/6, pp. 153-159
Persistent link: https://www.econbiz.de/10012249258
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Robust capital requirements with model risk
Barrieu, Pauline; Ravanelli, Claudia - In: Economic notes : economic review of Banca Monte dei … 44 (2015) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011342102
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Modeling a risk-based criterion for a portfolio with options
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of risk 16 (2013/14) 6, pp. 77-100
Persistent link: https://www.econbiz.de/10010476243
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Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo; Missong, Martin - In: Journal of risk 17 (2014/15) 2, pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
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The sources of risk spillovers among US REITs : financial characteristics and regional proximity
Adams, Zeno; Füss, Roland; Schindler, Felix - 2013 - This version: June 2013
Persistent link: https://www.econbiz.de/10010407017
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How many stocks are enough for diversifying Canadian institutional portfolios?
Alexeev, Vitali; Tapon, Francis - 2014
Persistent link: https://www.econbiz.de/10010409850
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A relative view on tracking error
Hallerbach, Winfried G. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003186997
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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....
Persistent link: https://www.econbiz.de/10012872607
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Modeling a Risk-Based Criterion for a Portfolio with Options
Deng, Geng - 2016
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared to an all equity portfolio. In this paper, we advocate modeling a risk-based criterion for optioned portfolio selection and rebalancing problems. The criterion is inspired by...
Persistent link: https://www.econbiz.de/10013006914
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Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of risk 24 (2021) 2, pp. 43-87
Persistent link: https://www.econbiz.de/10013284832