Similar Search Results

Exchange rate volatility and foreign portfolio investment in Nigeria

Ogundipe, Adeyemi A.; Alabi, Joys; Asaleye, Abiola John; … - In: Investment management and financial innovations 16 (2019) 3, pp. 241-250

Persistent link: https://www.econbiz.de/10012159380

Hull-White's value at risk model : case study of Baltic equities market

Radivojević, Nikola; Ćurčić, Nikola V.; … - In: Journal of business economics and management 18 (2017) 5, pp. 1023-1041

Persistent link: https://www.econbiz.de/10011781020

Three essays on volatility forecasting and forecast evaluation

Kleen, Onno - 2020

Persistent link: https://www.econbiz.de/10012436127

Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation

Bräutigam, Marcel - 2020

Persistent link: https://www.econbiz.de/10012488824

Inflation and risky investments

Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10

The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...

Persistent link: https://www.econbiz.de/10012403996

Risk-return profiles of Islamic equities and commodity portfolios in different market conditions

Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500

Persistent link: https://www.econbiz.de/10011823800

Output value risk for commodity producers : the uncertain benefits of diversification

Merener, Nicolas; Steglich, Maria Eugenia - In: World development : the multi-disciplinary … 101 (2018), pp. 322-333

Persistent link: https://www.econbiz.de/10011976114

Global market volatility and portfolio fund flows in emerging market

Kang, Tae Soo; Lim, Tae-Hoon - In: Korea and the world economy 18 (2017) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10011657692

Risk Budgeting portfolios : existence and computation

Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924

Persistent link: https://www.econbiz.de/10014565279

Study of BRICS stock return volatility during and after subprime crisis

Kishor, Nawal; Singh, Raman Preet - In: International journal of business and globalisation : IJBG 18 (2017) 2, pp. 233-250

Persistent link: https://www.econbiz.de/10011800038