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Portfolio entrepreneurs : the role of risk

Fierro, Antonio Malfense; Rosa, Peter - In: De Gruyter handbook of entrepreneurial finance, (pp. 75-85). 2022

Persistent link: https://www.econbiz.de/10013201990

The diversification effect of defense business on risk and return

Zhong, Ke; Cao, Yong; Liao, Kun - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 33-66

Persistent link: https://www.econbiz.de/10012288686

Safety stock, excess capacity or diversification : trade-offs under supply and demand uncertainty

Chaturvedi, Aadhaar; Martínez-de-Albéniz, Victor - In: Production and operations management : an international … 25 (2016) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011437179

What is the best risk measure in practice? : a comparsion of standard measures

Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60

Persistent link: https://www.econbiz.de/10011438976

Analysis of systemic risk in the insurance industry

Bobtcheff, Catherine; Chaney, Thomas; Gollier, Christian - In: The Geneva risk and insurance review 41 (2016) 1, pp. 73-106

Persistent link: https://www.econbiz.de/10011447290

An empirical study on the characteristics of K-REITs

Hyun, Jung Won; Park, Sang Beom - In: International journal of economics and finance 8 (2016) 6, pp. 231-236

Persistent link: https://www.econbiz.de/10011495043

How many stocks are sufficient for equity portfolio diversification? : a review of the literature

Zaimovic, Azra; Omanovic, Adna; Arnaut-Berilo, Almira - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-30

diversification is not an easy task as it is impacted by a huge number of different factors: the way systematic risk is measured, the … of the asset features, the model adopted to measure diversification (i.e., equally weighted versus optimal allocation …

Persistent link: https://www.econbiz.de/10012795951

Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Asset diversification versus climate action

Hambel, Christoph; Kraft, Holger; Ploeg, Frederick van der - 2020

. In the longer run, however, a trade-off between diversification and climate action emerges. We derive the optimal carbon … price, the equilibrium risk-free rate, and risk premia. Climate disasters, which are more likely to occur sooner as … temperature rises, significantly increase risk premia. …

Persistent link: https://www.econbiz.de/10012258563

Real estate as a portfolio risk diversifier

Etebari, Ahmad - In: Investment management and financial innovations 13 (2016) 2, pp. 45-52

Persistent link: https://www.econbiz.de/10011647570