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Further exploration of global asset GMVPs : does risk reduction benefit from weekly data?

Zibri, Arben; Kukeli, Agim - In: International business and economics research journal 14 (2015) 2, pp. 261-268

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Sustainable portfolio management under climate change

Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67

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Genetic algorithm-based portfolio optimization with higher moments in global stock markets

Kshatriya, Saranya; Prasanna, Krishna - In: Journal of risk 20 (2017/2018) 4, pp. 1-26

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Volatility as an asset class : obvious benefits and hidden risks

Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.

Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term...