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Equilibrium analysis of portfolio insurance
Grossman, Sanford J. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1379-1403
Persistent link: https://www.econbiz.de/10001209029
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Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
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Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Portfolio risk analysis using ARCH and GARCH models in the context of the global financial crisis
Predescu, Oana Mădălina; Stancu, Stelian - In: Theoretical and applied economics : GAER review 18 (2011) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10009580376
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko; Shiohama, Takayuki - In: International review of financial analysis 68 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
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Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: Emerging markets review 55 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014481077
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Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of financial economics 144 (2022) 1, pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.; Pergamenščikov, Sergej M. - In: Finance and stochastics 26 (2022) 4, pp. 877-897
Persistent link: https://www.econbiz.de/10013440255