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Financial asset allocations, economic policy uncertainty, and enterprise digital transformation

Shao, Xuefeng; Wang, Longqi; Li, Xinda - In: Managerial and decision economics : MDE ; the … 45 (2024) 4, pp. 2613-2626

Persistent link: https://www.econbiz.de/10014537352

Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models

Huang, Yujun - In: International review of financial analysis 94 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014543986

Secured loans and risky assets in a monetary economy

Chu, Yuchi; Li, Yiting - In: Journal of money, credit and banking : JMCB 56 (2024) 2/3, pp. 395-427

Persistent link: https://www.econbiz.de/10014544028

Population intensity, location choice, and investment portfolio selection : a case of emerging economies

He, Xinao; Xu, Runguo; Sun, Kai; Wang, Jian - In: International review of financial analysis 94 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014544063

Uncertainty and international fund flows : a cross-country analysis

French, Joseph J.; Shin, Seungho; Gurdgiev, Constantin; … - In: International review of financial analysis 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014544071

Narrow framing and under-diversification : empirical evidence from Chinese households

Xie, Yuxin; Tang, Ruohua; Pantelous, Athanasios A.; Lu, … - In: China economic review 83 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014544912

The downside deviation quadratic programming for stock portfolio optimisation : an empirical study of shariah and conventional indices in Indonesia

Mussafi, Noor Saif Muhammad; Zuhaimy Ismail; Nur Arina … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 350-371

Persistent link: https://www.econbiz.de/10014546115

Robust portfolio selection with subjective risk aversion under dependence uncertainty

Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014547968

Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?

Xie, Qichang; Qin, Jingrui; Li, Jianwei - In: Energy strategy reviews 49 (2023), pp. 1-15

This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. To do so, we introduce time-varying parametric vector autoregressive (TVP-VAR) spillover index models and implied volatility indices to examine risk...

Persistent link: https://www.econbiz.de/10014548058

On the estimation of Value-at-Risk and Expected Shortfall at extreme levels

Lazar, Emese; Pan, Jingqi; Wang, Shixuan - In: Journal of commodity markets : JCM 34 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014548240