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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

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

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

The Solvency II Standard Formula, linear geometry, and diversification

Paulusch, Joachim - In: Journal of risk and financial management : JRFM 10 (2017) 2, pp. 1-12

framework given by the Solvency II Standard Formula. This gives rise to the definition of diversification functions, which we … define as monotone, subadditive, and homogeneous functions on a convex cone. Diversification functions constitute a class of … models for the study of the aggregation of risk and diversification. The aggregation of risk measures using a diversification …

Persistent link: https://www.econbiz.de/10011669008

Value at risk and the diversification dogma

Erdely, Arturo - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 209-219

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

Persistent link: https://www.econbiz.de/10011845500

Liquidity holdings, diversification, and aggregate shocks

Chavaz, Matthieu - 2017

Persistent link: https://www.econbiz.de/10011912996

Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification

Qi, Yue; Zhang, Yushu; Ma, Siyuan - In: INFOR : information systems and operational research 57 (2019) 3, pp. 430-453

Persistent link: https://www.econbiz.de/10012203594

Economic value of portfolio diversification : evidence from international multi-asset portfolios

Sharma, Prateek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 33-42

Persistent link: https://www.econbiz.de/10011795186

Measuring the diversification of a loan portfolio

Tourin, Agnès - In: International journal of bonds and derivatives 4 (2020) 2, pp. 104-113

Persistent link: https://www.econbiz.de/10012505156

Risk, ambiguity, and the value of diversification

Berger, Loïc; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1639-1647

Persistent link: https://www.econbiz.de/10012506017