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Gollier, Christian
67
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46
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43
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41
Ludwig, Alexander
40
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37
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23
Pistaferri, Luigi
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Wang, Neng
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Engle, Robert F.
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Kit, Pong Wong
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Bekaert, Geert
21
Boonen, Tim J.
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Economics letters
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Finance research letters
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Journal of economic theory
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International review of financial analysis
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Theory and decision : an international journal for multidisciplinary advances in decision science
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International journal of production economics
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European economic review : EER
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Applied economics letters
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Discussion paper series / IZA
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The review of financial studies
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1
Managing ambiguity in asset allocation
Kaya, Hakan
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 163-187
Persistent link: https://www.econbiz.de/10011704212
Saved in:
2
The value of stop-loss, stop-gain strategies in dynamic asset allocation
Shelton, Austin
- In:
The journal of asset management
18
(
2017
)
2
,
pp. 124-143
Persistent link: https://www.econbiz.de/10011695004
Saved in:
3
Portfolio construction based on implied correlation information and value at risk
Rogel-Salazar, Jesús
;
Tella, Roberto
- In:
EconoQuantum : Revista de Economía y Negocios
12
(
2015
)
1
,
pp. 125-144
Persistent link: https://www.econbiz.de/10011558686
Saved in:
4
Universal risk budgeting
Garivaltis, Alex
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013185452
Saved in:
5
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
6
A note on optimal risk sharing on image spaces
Kromer, Eduard
;
Overbeck, Ludger
- In:
Operations research letters
44
(
2016
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10011457296
Saved in:
7
Putting the Aumann-Serrano Riskiness Index to work
Nisani, Doron
;
Shelef, Amit
;
David, Or
- In:
Review of accounting & finance
22
(
2023
)
1
,
pp. 84-122
Persistent link: https://www.econbiz.de/10014245782
Saved in:
8
Turning tail risks into tailwinds
Gava, Jérôme
;
Guevara, Francisco
;
Turc, Julien
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012486042
Saved in:
9
Managing portfolio volatility
Stamos, Michael Zisis
;
Zimmerer, Thomas
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 99-109
Persistent link: https://www.econbiz.de/10012486045
Saved in:
10
Cryptocurrency risks
Durham, J. Benson
- In:
The journal of investing : JOI
29
(
2020
)
4
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177874
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