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  • Search: subject:"Index of riskiness"
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Year of publication
Subject
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Theorie 10 Theory 10 Index 9 Index number 9 Decision under risk 8 Entscheidung unter Risiko 8 Risiko 8 Risk 8 Portfolio selection 7 Portfolio-Management 7 economic index of riskiness 6 Erwartungsnutzen 5 Expected utility 5 Index of riskiness 4 Aktienindex 3 Risk aversion 3 Riskiness 3 Stock index 3 real estate markets 3 risk-adjusted-performance index 3 stock markets 3 Absolute risk 2 Aktienmarkt 2 Aumann–Serrano index of riskiness 2 Economic index of riskiness 2 Financial crisis 2 Financial market 2 Finanzkrise 2 Finanzmarkt 2 Immobilienmarkt 2 Immobilienpreis 2 Performance measurement 2 Real estate market 2 Real estate price 2 Relative risk 2 Risikoaversion 2 Risikomaß 2 Risk measure 2 Stock market 2 Adjustment coefficient 1
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Online availability
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Undetermined 12 Free 3
Type of publication
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Article 14 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 12 Undetermined 5
Author
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Chang, Kuang-Liang 3 Lu, Richard 3 Homm, Ulrich 2 Leung, Ka Yui 2 Pigorsch, Christian 2 Schreiber, Amnon 2 Bali, Turan G. 1 Cakici, Nusret 1 Chabi-Yo, Fousseni 1 Chew, Soo-Hong 1 Cui, Zhenyu 1 Ehsani, Sina 1 Fan, Qi 1 Horng, Min-Sun 1 Horng, Tzyy-Leng 1 Hsieh, Meng-Sung 1 Kim, Young Shin 1 Leung, Charles Ka Yui 1 Li, Tiantian 1 Lien, Da-hsiang Donald 1 Marina, Maria Erminia 1 Resta, Marina 1 Sagi, Jacob Shimon 1 Schnytzer, Adi 1 Wang, Amy Z.-H. 1 Westreich, Sara 1 Wong, Wing Keung 1 Wu, Cai 1 Yang, Chen-Chen 1 Zhu, Fumin 1 Zhu, Lingjiong 1
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Published in...
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Annals of financial economics 2 Economics Letters 2 Discussion paper / Institute of Social and Economic Research 1 Economic Theory 1 Economic theory 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Economics letters 1 Finance research letters 1 Global Research Unit working paper 1 ISER Discussion Paper 1 Journal of Banking & Finance 1 Journal of mathematical finance 1 Management Science 1 Mathematical methods of operations research : ZOR 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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Source
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ECONIS (ZBW) 11 RePEc 5 EconStor 1
Showing 1 - 10 of 17
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How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Charles Ka Yui - 2021
The Global Financial Crisis (GFC) changes the relative economic riskiness and risk-adjusted-performance of different asset markets. While the empirical distribution for stock return shifted to the right and became more concentrated around the mean after the GFC, the real estate market...
Persistent link: https://www.econbiz.de/10012544016
Saved in:
Cover Image
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Ka Yui - 2021
The Global Financial Crisis (GFC) changes the relative economic riskiness and risk-adjusted-performance of different asset markets. While the empirical distribution for stock return shifted to the right and became more concentrated around the mean after the GFC, the real estate market...
Persistent link: https://www.econbiz.de/10012488927
Saved in:
Cover Image
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Ka Yui - 2021 - This version: March 2021
Persistent link: https://www.econbiz.de/10012617447
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A performance evaluation of portfolio insurance under the Black and Scholes framework : an application of the economic index of riskiness
Lu, Richard; Horng, Tzyy-Leng; Horng, Min-Sun; Wang, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 269-276
Persistent link: https://www.econbiz.de/10014429772
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Explicit solution to the economic index of riskiness
Cui, Zhenyu; Wu, Cai; Zhu, Lingjiong - In: Economics letters 232 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014464164
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A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
Chew, Soo-Hong; Sagi, Jacob Shimon - In: Economic theory 74 (2022) 2, pp. 397-422
Persistent link: https://www.econbiz.de/10013442043
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Aumann-Serrano index of risk in portfolio optimization
Li, Tiantian; Kim, Young Shin; Fan, Qi; Zhu, Fumin - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 197-217
Persistent link: https://www.econbiz.de/10012793510
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A performance analysis of dollar-cost averaging and self-annuitization
Lu, Richard; Hsieh, Meng-Sung - In: Annals of financial economics 14 (2019) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012226601
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Time diversification : perspectives from the economic index of riskness
Lu, Richard; Yang, Chen-Chen; Wong, Wing Keung - In: Annals of financial economics 13 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011958474
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On a new index aimed at comparing risks
Resta, Marina; Marina, Maria Erminia - In: Journal of mathematical finance 5 (2015) 2, pp. 119-128
Persistent link: https://www.econbiz.de/10011398749
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