Similar Search Results

Narrow search

Risk and expected returns of private equity investments : evidence based on market prices

Kräussl, Roman; Jegadeesh, Narasimhan; Pollet, Joshua M. - 2014

Persistent link: https://www.econbiz.de/10010502928

Optimal portfolio choice for investors with industry-specific labor income risks

Tsai, Hui-Ju; Wu, Yangru - In: Finance research letters 11 (2014) 4, pp. 429-436

Persistent link: https://www.econbiz.de/10011300433

Investing in gold : individual asset risk in the long run

Michis, Antonis A. - In: Finance research letters 11 (2014) 4, pp. 369-374

Persistent link: https://www.econbiz.de/10011300440

Portfolio choice and risk attitudes : a household bargaining approach

Yilmazer, Tansel; Lich, Stephen - In: Review of Economics of the Household 13 (2015) 2, pp. 219-241

Persistent link: https://www.econbiz.de/10011334519

Aggregate risk and efficiency of mutual funds

Kucinskas, Simas - 2015

I analyze welfare properties of mutual funds in the Diamond-Dybvig model with two sources of aggregate risk: undiversifiable interest rate risk and shocks to aggregate liquidity demand. Mutual funds are inefficient when the economy faces undiversifiable interest rate risk. However, if only...

Persistent link: https://www.econbiz.de/10011339154