A century of asset allocation crash risk
Mikhail Samonov, Nonna Sorokina
| Year of publication: |
2024
|
|---|---|
| Authors: | Samonov, Mikhail ; Sorokina, Nonna |
| Subject: | Behavioral finance | Drawdown | Dynamic asset allocation | Endowment model | Factor investing | Investment outcomes | Market downturn | Risk aversion | Risk parity | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikoaversion | Kapitalanlage | Financial investment | Risiko | Risk | Theorie | Theory | Finanzmarkt | Financial market | Risikomanagement | Risk management | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00355-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583491