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The price of shelter : downside risk reduction with precious metals
Bredin, Donal; Conlon, Thomas; Potì, Valerio - In: International review of financial analysis 49 (2017), pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
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The riskiness of stock versus money market investment with stochastic rates
Szabó, Dávid Zoltán; Bihary, Zsolt - In: Central European journal of operations research 31 (2023) 2, pp. 393-415
Persistent link: https://www.econbiz.de/10014251616
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Downside Risk in Fundamentals
Chen, Haoyu - 2022
in bad states commands a large premium, supporting empirical findings that connect to downside risk, and time …
Persistent link: https://www.econbiz.de/10013404386
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Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan; Karmakar, Madhusudan - In: Review of financial economics : RFE 41 (2023) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
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ESG as protection against downside risk
Kräussl, Roman; Oladiran, Tobi; Stefanova, Denitsa - 2023
tail risk. The impact of the misalignment across the different dimensions of the ESG score is distinct from that of ESG … score level itself. Aggregate downside risk bears a negative price for firms with low ESG disparity. …
Persistent link: https://www.econbiz.de/10014486619
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Downside risk optimization with random targets and portfolio amplitude
Landsman, Zinoviy; Makov, Udi; Yao, Jing; Zhou, Ming - In: The European journal of finance 28 (2022) 16, pp. 1642-1663
Persistent link: https://www.econbiz.de/10013532255
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Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul; Lee, Wen-Yi; Yu, Jing-Rung - 2024
Persistent link: https://www.econbiz.de/10015045546
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Optimization of asset allocation and liquidation time in investment decisions with var as a risk measure
Xu, Chunhui; Ye, Yinyu - In: Computational economics 64 (2024) 1, pp. 551-577
Persistent link: https://www.econbiz.de/10015078045
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Information versus Investment
Terry, Stephen - 2020
The accuracy of firm information disclosures and the efficiency of long-term investment both play crucial roles in the economy and capital markets. We estimate a dynamic model that captures a trade-off between these two goals that arises when managers confront realistic incentives to misreport...
Persistent link: https://www.econbiz.de/10012853419
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Average drawdown risk reduction and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza - In: Research in economics : an international review of economics 68 (2014) 3, pp. 264-276
Persistent link: https://www.econbiz.de/10010510336