Search Results - subject:"Asset allocation."

A study on the hedging and safe-haven features of non-fungible tokens segments

James, Emiliya; Kayal, Parthajit; Maiti, Moinak; … - In: Journal of emerging market finance 23 (2024) 4, pp. 495-502

Persistent link: https://www.econbiz.de/10015159184

Should expected or most likely returns be the focus in investment decisions? : introducing "most likely" versions of Sharpe and Sortino ratios

Anderson, Gordon; Linton, Oliver - 2024

Persistent link: https://www.econbiz.de/10015159261

Passing on the hot potato : the use of ETFs by open-ended funds to manage redemption requests

Dekker, Lennart; Molestina Vivar, Luis; Weistroffer, … - 2024

This paper examines the use of ETFs by open-ended investment funds in the euro area to manage liquidity. We find that during the COVID-19 market turmoil, investment funds were the most run-prone investor type in the market for ETFs. We also show that open-ended funds that faced larger outflows...

Persistent link: https://www.econbiz.de/10015159578

Risk is in the eye of the investor : cryptocurrency investors’ engagement with risk, regulatory advice, and regulatory institutions

Sobolev, Daphne; Kallinterakis, Vasileios Bill - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015162559

Google search and cross-section of cryptocurrency returns and trading activities

Hoang Lai Trung; Duc Hong Vo - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015162560

"Buy him some Tesla stocks for his baptism" : gender differences among young savers

Hauff, Jeanette Carlsson; Hermansson, Cecilia - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015162562

Portfolio framing and diversification in a disposition effect experiment

Cheung, Stephen L.; Rogut, Nathan - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015162563

Investor horizon, experience, and the disposition effect

Fan, Zhebin; Neupane, Suman - In: Journal of behavioral and experimental finance 44 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015162567

Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility

Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015162603

Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance

Lotfi, Somayyeh; Zenios, Stauros Andrea - In: Review of managerial science : RMS 18 (2024) 7, pp. 2115-2140

Persistent link: https://www.econbiz.de/10015134061