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An investor’s perspective on risk-models and characteristic-models

Fieberg, Christian; Poddig, Thorsten; Varmaz, Armin - In: Journal of risk finance : the convergence of financial … 17 (2016) 3, pp. 262-276

Persistent link: https://www.econbiz.de/10011628338

On the systematic downside risk measure : a note

Jan, Yin-Ching - In: International journal of financial research 7 (2016) 5, pp. 51-55

Persistent link: https://www.econbiz.de/10011579743

Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239

Persistent link: https://www.econbiz.de/10011635806

Risk and return of short-duration equity investments

Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198

Persistent link: https://www.econbiz.de/10011662843

Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation

Payá, Ivan; Wang, Peng - In: Journal of empirical finance 38 (2016), pp. 221-235

Persistent link: https://www.econbiz.de/10011663298

Low-beta investment strategies

Korn, Olaf; Kuntz, Laura-Chloé - 2016 - This version: October 2016

This paper compares several investment strategies designed to exploit the low-beta anomaly. Although the notion of buying low-beta stocks and selling high-beta stocks is natural, a choice is necessary with respect to the relative weighting of high-beta stocks and low-beta stocks in the...

Persistent link: https://www.econbiz.de/10011553310