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Embracing downside risk
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Risk
Börsenkurs
52,646
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15,322
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15,312
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14,943
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14,921
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14,501
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13,940
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13,780
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10,370
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10,257
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10,232
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9,362
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9,157
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8,699
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45
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32
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24
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21
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20
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17
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15
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14
Demirer, Rıza
14
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13
Caporale, Guglielmo Maria
13
Hammoudeh, Shawkat
13
Bartram, Söhnke M.
12
Veronesi, Pietro
12
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11
Brown, Gregory W.
11
Christiansen, Charlotte
11
Kit, Pong Wong
11
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11
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10
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10
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10
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9
Balcilar, Mehmet
9
Chen, Scarlet
9
Engle, Robert F.
9
Mihaylov, Emil
9
Mizen, Paul
9
Shiller, Robert J.
9
Smietanka, Pawel
9
Zaremba, Adam
9
Alghalith, Moawia
8
Ardison, Kym
8
Bekaert, Geert
8
Cotter, John
8
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8
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8
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Atlanta
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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International Monetary Fund
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1
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Finance research letters
101
Energy economics
47
Journal of banking & finance
45
International review of financial analysis
43
NBER working paper series
43
Journal of financial economics
42
Working paper / National Bureau of Economic Research, Inc.
39
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
34
NBER Working Paper
33
Research in international business and finance
33
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Applied economics
25
Journal of international financial markets, institutions & money
23
Pacific-Basin finance journal
23
Economic modelling
20
Journal of empirical finance
20
The journal of finance : the journal of the American Finance Association
20
CESifo working papers
19
Journal of risk and financial management : JRFM
19
The European journal of finance
19
Economics letters
17
Risks : open access journal
17
The journal of futures markets
17
Applied economics letters
16
The review of financial studies
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
15
Insurance / Mathematics & economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working paper
15
Discussion paper / Centre for Economic Policy Research
14
Journal of financial and quantitative analysis : JFQA
14
The journal of real estate finance and economics
14
Department of Economics working paper series
13
Cogent economics & finance
12
International Journal of Financial Studies : open access journal
11
International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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ECONIS (ZBW)
2,906
Other ZBW resources
9
RePEc
6
BASE
1
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1
Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
Saved in:
2
Does idiosyncratic risk matter in IPO long-run performance?
Beaulieu, Marie-Claude
;
Bouden, Habiba Mrissa
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 935-981
Persistent link: https://www.econbiz.de/10012304019
Saved in:
3
The betting against beta anomaly : fact or fiction?
Buchner, Axel
;
Wagner, Niklas F.
- In:
Finance research letters
16
(
2016
),
pp. 283-289
Persistent link: https://www.econbiz.de/10011656225
Saved in:
4
How green (performance) are the indian green stocks : myth vs reality
Bhaduri, Saumitra N.
;
Selarka, Ekta
-
2024
Persistent link: https://www.econbiz.de/10015083588
Saved in:
5
Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
Saved in:
6
Idiosyncratic risk and performance of hedge funds
Zhao, Aiwu
;
Paget-Brown, Megan
- In:
The journal of investing
22
(
2013
)
2
,
pp. 120-127
Persistent link: https://www.econbiz.de/10009771047
Saved in:
7
Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François
;
Van Vuuren, Gary
;
Heymans, André
- In:
International business and economics research journal
13
(
2014
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
Saved in:
8
Are hedge fund managers systematically misreporting? Or not?
Jorion, Philippe
;
Schwarz, Christopher
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 311-327
Persistent link: https://www.econbiz.de/10010255518
Saved in:
9
Investing in hedge funds : risks, returns, and performance measurement
Koh, Francis C. C.
;
Koh, Winston T. H.
;
Lee, David Kuo Chuen
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 341-364)
.
2005
Persistent link: https://www.econbiz.de/10003138025
Saved in:
10
Performance characteristics of hedge fund indices
Kapil, Sheeba
;
Gupta, Jayesh
- In:
Theoretical economics letters
9
(
2019
)
6
,
pp. 2176-2197
Persistent link: https://www.econbiz.de/10012241398
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