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On the systematic downside risk measure : a note
Jan, Yin-Ching - In: International journal of financial research 7 (2016) 5, pp. 51-55
Persistent link: https://www.econbiz.de/10011579743
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Selection of the right risk measures for portfolio allocation
Nguyen, Thanh - In: International journal of monetary economics and finance 7 (2014) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10010531305
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Quantifying downside risk in goal-based portfolios
Parker, Franklin J. - In: The journal of wealth management 17 (2014/15) 3, pp. 68-77
Persistent link: https://www.econbiz.de/10011286148
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Inflation-protecting asset allocation : a downside risk analysis
Koniarski, Tim; Sebastian, Steffen - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10011294199
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Global downside risk and equity returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur; … - In: Journal of international money and finance 98 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
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A novel downside risk measure and expected returns
Liu, Jinjing - 2019
Several studies have found that the cross-section of stock returns reflects a risk premium for bearing downside risk; however, existing measures of downside risk have poor power for predicting returns. Therefore, this paper proposes a novel measure of downside risk, the ES-implied beta, to...
Persistent link: https://www.econbiz.de/10012113746
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Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Harlow, W. V.; Brown, Keith C. - In: Journal of investment management : JOIM 14 (2016) 2, pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
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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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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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A risk measure for S-shaped assets and prediction of investment performance
Tang, Qi; Haidar, Haidar; Minsky, Bernard; Thapar, Rishi - In: Journal / The Capco Institute : journal of financial … 34 (2012), pp. 175-181
Persistent link: https://www.econbiz.de/10010340583