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Optimal portfolio management in highly volatile markets
Stoyanov, Stoyan Veselinov - 2005
Persistent link: https://www.econbiz.de/10003346695
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Idiosyncratic return volatility in the cross-section of stocks
Kang, Namho; Kondor, Péter; Sadka, Ronnie - 2011
Persistent link: https://www.econbiz.de/10008989333
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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594
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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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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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Variance risk, financial intermediation, and the cross-section of expected option returns
Schürhoff, Norman; Ziegler, Alexandre - 2011
Persistent link: https://www.econbiz.de/10008909466
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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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Interest rates, exchange rates and volatility
Batchelor, Roy A. (contributor); Dua, Pami (contributor) - 2003
Persistent link: https://www.econbiz.de/10003180116
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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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Volatility Downside Risk
Farago, Adam - 2017
This paper derives and tests the cross-sectional predictions of an intertemporal equilibrium asset pricing model with generalized disappointment aversion and time-varying macroeconomic uncertainty. To the contrary of the existing literature, disappointment may result not only from a fall in the...
Persistent link: https://www.econbiz.de/10012974740