Narrow search
Showing 1 - 10 of 714,648
Cover Image
Diversification effect of commodity futures on financial markets
Kanamura, Takashi - 2018
Persistent link: https://www.econbiz.de/10012133435
Cover Image
Diversification effect of commodity futures on financial markets
Kanamura, Takashi - In: Quantitative finance and economics 2 (2018) 4, pp. 821-836
Persistent link: https://www.econbiz.de/10012176104
Cover Image
Is COVID-19 anticipating the future? : evidence from investors' sustainable orientation
Caferra, Rocco; Falcone, Pasquale Marcello; Morone, Andrea - In: Eurasian business review 12 (2022) 1, pp. 177-196
Persistent link: https://www.econbiz.de/10013175241
Cover Image
Optimal dynamic portfolio with mean-CVaR criterion
Li, Jing; Xu, Mingxin - In: Risks : open access journal 1 (2013) 3, pp. 119-147
Value-at-risk (VaR) and conditional value-at-risk (CVaR) are popular risk measures from academic, industrial and regulatory perspectives. The problem of minimizing CVaR is theoretically known to be of a Neyman-Pearson type binary solution. We add a constraint on expected return to investigate...
Persistent link: https://www.econbiz.de/10010338351
Cover Image
Diversification effect of standard and optimized carry trades
Reichenecker, Jurij-Andrei - In: The European journal of finance 25 (2019) 8, pp. 745-761
Persistent link: https://www.econbiz.de/10012207026
Cover Image
Solvency II and diversification effect for non-life premium and reserves risk : new results based on non-parametric copulas
Szczęsny, Krystian; Wanat, Stanisław; Denkowska, Anna - In: Risk management : an international journal 25 (2023) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10014326598
Cover Image
Sustainable property portfolio management : with special consideration of energy efficiency improvements in the property portfolio stock
Schleich, Helmut - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009532918
Cover Image
Sustainable Asset Accumulation and Dynamic Portfolio Decisions
Chiarella, Carl - 2016
rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …
Persistent link: https://www.econbiz.de/10012398151
Cover Image
Sustainable asset accumulation and dynamic portfolio decisions
Chiarella, Carl; Semmler, Willi; Hsiao, Chih-ying; … - 2016 - 1st edition 2016
Persistent link: https://www.econbiz.de/10011403520
Cover Image
Financial resource allocation in a project portfolio : analysing the necessity to integrate sustainability into resource allocation
Dobrovolskienė, Nomeda; Tamošiūnienė, Rima - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 3, pp. 369-382
Persistent link: https://www.econbiz.de/10011472803