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Hedging the investment portfolio with derivatives present on the Polish market
Bernat, Tomasz; Ruszkiewicz, Robert - In: Managerial economics 24 (2023) 1, pp. 7-26
Persistent link: https://www.econbiz.de/10014556676
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Defining and measuring investment risk in defined benefit pension funds
Whelan, Shane F. - In: Annals of actuarial science : publ. by the Institute of … 2 (2007) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10003838121
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A reality check from an institutional investor
Riddles, Neil E. - In: The Sortino framework for constructing portfolios : …, (pp. 83-92). 2010
Persistent link: https://www.econbiz.de/10003915644
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Sharing downside risk in defined benefit pension funds
Plantinga, Auke; Meer, Robert van der; Sortino, Frank … - In: The Sortino framework for constructing portfolios : …, (pp. 115-128). 2010
Persistent link: https://www.econbiz.de/10003915649
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Managing investment risk in defined benefit pension funds
Franzen, Dorothee - 2010
Persistent link: https://www.econbiz.de/10003993443
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Inwestycje finansowe i ubezpieczenia - tendencje ´swiatowe a polski rynek
Jajuga, Krzysztof (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008797689
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The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Sortino, Frank Alphonse (contributor) - 2010
Persistent link: https://www.econbiz.de/10003858336
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Investing equally in risk
Lindberg, Carl - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10009729070
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Inwestycje finansowe i ubezpieczenia - tendencje ´swiatowe a polski rynek
Jajuga, Krzysztof (contributor) - 2011
Persistent link: https://www.econbiz.de/10009410798
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Dynamic Asset Allocation with Event Risk
Liu, Jun - 2002
Major events often trigger abrupt changes in stock prices and volatility. We study the implications of jumps in prices and volatility on investment strategies. Using the event-risk framework of Duffie, Pan, and Singleton (2000), we provide analytical solutions to the optimal portfolio problem....
Persistent link: https://www.econbiz.de/10012787129