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The tortoise and the hare : risk premium versus alternative asset portfolios

Bird, Ron; Liem, Harry; Thorp, Susan - 2012

Persistent link: https://www.econbiz.de/10009625436

Essays on welfare and macroeconomic behavior with heterogeneous agents

Hatchondo, Juan Carlos - 2005

Persistent link: https://www.econbiz.de/10003380203

Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield

Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504

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Understanding the sources of risk underlying the cross section of commodity returns

Bakshi, Gurdip S.; Gao, Xiaohui; Rossi, Alberto G. - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 619-641

Persistent link: https://www.econbiz.de/10012000721

Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination

Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30

Persistent link: https://www.econbiz.de/10012286910

Investor sentiment and speculative bond yield spreads

Turkmen Muldur, Gozde; Kandir, Serkan Yılmaz; Onal, … - In: Foundations of Management : the journal of Warsaw … 11 (2019) 1, pp. 177-186

The valuation of risky debt is central to theoretical and empirical work in corporate finance. Although much is known on the returns and valuation of bonds, there is hardly a consensus on the risk components of the yield spreads. This article aims to investigate the effect of investor sentiment...

Persistent link: https://www.econbiz.de/10012124736