Narrow search
Showing 1 - 10 of 7,484
Cover Image
Design of power purchase under transmission congestion
Gurgur, Cigdem Z.; Newes, Emily K. - In: International journal of energy sector management : IJESM 6 (2012) 1, pp. 50-64
Persistent link: https://www.econbiz.de/10009550204
Cover Image
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Cover Image
Quantilbasierte Wertsicherungsstrategien mit Futures
Pekelis, Alexandr - 2018
Persistent link: https://www.econbiz.de/10012002196
Cover Image
TARCH model-based dynamic hedging strategy of ADR portfolios
Guo, Haochen; Zmeškal, Zdeněk - In: International journal of economics and accounting : IJEA 11 (2022) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10013454273
Cover Image
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan; Karmakar, Madhusudan - In: Review of financial economics : RFE 41 (2023) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Cover Image
Can bitcoin replace gold in an investment portfolio?
Henriques, Irene; Sadorsky, Perry A. - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-19
investigates the implications of replacing gold in an investment portfolio with bitcoin (“digital gold”). Our approach is to use … portfolio with gold to a portfolio with bitcoin. These results are robust to the inclusion of trading costs. …
Persistent link: https://www.econbiz.de/10011895634
Cover Image
Shortfall risk through Fenchel duality
Cui, Zhenyu; Deng, Jun - In: International journal of financial engineering 5 (2018) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
Cover Image
The use of risk budgets in portfolio optimization
Unger, Albina - 2015
Persistent link: https://www.econbiz.de/10010413063
Cover Image
The Use of Risk Budgets in Portfolio Optimization
Unger, Albina - 2015
Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry. Albina Unger examines the portfolios based on different risk measures in several aspects from the academic perspective (Utility, Performance, Risk,...
Persistent link: https://www.econbiz.de/10014021208