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Should investors include green bonds in their portfolios? : Evidence for the USA and Europe
Han, Yingwei; Li, Jie - In: International review of financial analysis 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013366150
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Portfolio diversification effects of downside risk
Hyung, Namwon; Vries, Casper G. de - 2004 - Rev.
Risk managers use portfolios to diversify away the unpriced risk of individual securities. In this article we compare the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case of fat-tailed distributed returns. The downside risk of a...
Persistent link: https://www.econbiz.de/10011343318
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New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
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La performance et le conservatisme de modèles VAR mensuelle
Chrétien, Stéphane; Coggins, Frank; Gallant, Paul - In: Assurances et gestion des risques : revue trimestrielle 76 (2008) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10003773252
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.; Goldberg, Lawrence G.; Hanweck, Gerald … - In: Journal of banking & finance 30 (2006) 4, pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
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Scenario optimisation of credit risky portfolios
Bohrmann, Jürgen Thomas; Bohrmann, Jürgen - 2007
Persistent link: https://www.econbiz.de/10003480505
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Loss aversion and wealth allocation between risky and risk-free assets
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003485124
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Investors facing risk
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003487479