Narrow search
Showing 1 - 10 of 1,916
Cover Image
Who holds risky assets and how much? : an empirical study based on the HFCS data
Zhan, Jun Chao - In: Empirica : journal of european economics 42 (2015) 2, pp. 323-370
Persistent link: https://www.econbiz.de/10011318341
Cover Image
The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
Cover Image
The relevance or otherwise of the central bank's balance sheet
Miles, David; Schanz, Jochen - In: Journal of international economics 92 (2014), pp. 103-116
Persistent link: https://www.econbiz.de/10010491983
Cover Image
An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.; Freybote, Julia; Marcato, Gianluca - In: The journal of real estate finance and economics 51 (2015) 2, pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
Cover Image
Optimal portfolio selection for an investor with asymmetric attitude to gains and losses
Sidorov, Sergei; Khomchenko, Andrew; Mironov, Sergei - In: Mathematical and statistical methods for actuarial …, (pp. 157-169). 2017
Persistent link: https://www.econbiz.de/10012098782
Cover Image
Effect of the time to maturity on the risk of the covered call strategy
Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020
values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …
Persistent link: https://www.econbiz.de/10012793374
Cover Image
A network approach to risk theory and portfolio selection
Cerqueti, Roy; Lupi, Claudio - In: Mathematical and statistical methods for actuarial …, (pp. 73-82). 2017
Persistent link: https://www.econbiz.de/10012098764
Cover Image
Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017
Persistent link: https://www.econbiz.de/10012098775
Cover Image
An experimental study of the gender differences in risk aversion portfolio selection in Indonesia
Putri, Intan Crusita; Komalasari, Agrianti; Farichah; … - In: The future opportunities and challenges of business in …, (pp. 108-111). 2020
Persistent link: https://www.econbiz.de/10012311113
Cover Image
Automatic balancing mechanisms for mixed pension systems under different investment strategies
Boado-Penas, María del Carmen; Godínez-Olivares, Humberto - In: The European journal of finance 26 (2020) 2/3, pp. 277-294
Persistent link: https://www.econbiz.de/10012207210