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Does the low-risk anomaly exist in the Indian equity market? : a test using alternative risk measures

Ali, Asgar; Badhani, K. N.; Kumar, Ashish - In: Journal of economic studies 49 (2022) 8, pp. 1422-1452

Persistent link: https://www.econbiz.de/10013455874

Does the tail risk index matter in forecasting downside risk?

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3451-3466

Persistent link: https://www.econbiz.de/10014327761

Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management

Sharma, Udayan; Karmakar, Madhusudan - In: Review of financial economics : RFE 41 (2023) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10014278639

Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks

Xiang, Youtao; Borjigin, Sumuya - In: International review of economics & finance : IREF 88 (2023), pp. 1337-1374

Persistent link: https://www.econbiz.de/10014475128

A practitioner's guide to address fat tails and downside risk in portfolio construction

Xu, Eva A.; Tarkin, Eric L. - In: Journal of investment management : JOIM 21 (2023) 2, pp. 4-20

Persistent link: https://www.econbiz.de/10014390390

Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices

Barunik, Jozef; Nevrla, Matĕj - In: Journal of financial econometrics 21 (2023) 5, pp. 1590-1646

Persistent link: https://www.econbiz.de/10014444704

Enhancing sustainable finance through green hydrogen equity investments : a multifaceted risk-return analysis

Kampe, Cristina - In: Risks : open access journal 11 (2023) 12, pp. 1-22

Amidst the global push for decarbonization, green hydrogen has gained recognition as a versatile and clean energy carrier, prompting the financial sector to introduce specialized investment instruments like Green Hydrogen Exchange-Traded Funds (ETFs). Despite the nascent nature of research on...

Persistent link: https://www.econbiz.de/10014446604

We don't need no fancy hedges! Or do we?

Vedenov, Dmitrij V.; Power, Gabriel J. - In: International review of financial analysis 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013375398

Does corporate governance have a differential effect on downside and upside risk?

Ali, Searat; Liu, Benjamin; Su, Jen-je - In: Journal of business finance & accounting : JBFA 49 (2022) 9/10, pp. 1642-1695

Persistent link: https://www.econbiz.de/10013468718

Do mutual funds reward downside risk? : evidence from an emerging economy

Agarwal, Pankaj K.; Pradhan, H. K. - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10014304918