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De Giorgi, Enrico - 2018

We provide theoretical and empirical arguments in favor of a diminishing marginal premium for market risk. In capital market equilibrium with binding portfolio restrictions, investors with different risk aversion levels generally hold different sets of risky securities. Whereas the traditional...

Persistent link: https://www.econbiz.de/10012940481

International currency substitution and the demand for money in the euro area

Freitas, Miguel L. de - In: Economic modelling 117 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014229186

The race that stopped a nation : lessons from Australia's Covid vaccine failures

Holden, Richard T.; Leigh, Andrew - In: Oxford review of economic policy 38 (2022) 4, pp. 818-832

Persistent link: https://www.econbiz.de/10013542960

Asset prices and portfolios with externalities

Baker, Steven D.; Hollifield, Burton; Osambela, Emilio - In: Review of finance : journal of the European Finance … 26 (2022) 6, pp. 1433-1468

Persistent link: https://www.econbiz.de/10013543069

Optimized portfolio using a forward-looking expected tail loss

Sanford, Anthony - In: Finance research letters 46 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013341847

Portfolio optimization with asset preselection using data envelopment analysis

Hosseinzadeh, Mohammad Mehdi; Ortobelli Lozza, Sergio; … - In: Central European journal of operations research 31 (2023) 1, pp. 287-310

Persistent link: https://www.econbiz.de/10013536131

Experiments on portfolio selection : a comparison between quantile preferences and expected utility decision models

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013398010

Political beta

Fisman, Raymond; Knill, April M.; Mityakov, Sergey; … - In: Review of finance : journal of the European Finance … 26 (2022) 5, pp. 1179-1215

Persistent link: https://www.econbiz.de/10013399704

Kelly trading and market equilibrium

Bermin, Hans-Peter; Holm, Magnus - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10014305905

Applied Fundamentals in Finance : Portfolio Management and Investments

Mondello, Enzo - 2023

Part 1: Portfolio Management -- Chapter 1. Return -- Chapter 2. Risk -- Chapter 3. Other Investment Characteristics -- Chapter 4. Efficient Risky Portfolios -- Chapter 5. Optimal Portfolio -- Chapter 6 Capital Asset Pricing Model and Fama−french Model -- Chapter 7. Portfolio Management Process...

Persistent link: https://www.econbiz.de/10014302674

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