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Inferring risk preferences from a two-asset market

Meyer, Donald J. - In: Applied economics 23 (1991) 1, pp. 65-71

Persistent link: https://www.econbiz.de/10001104411

Typology for flight-to-quality episodes and downside risk measurement

Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853

Persistent link: https://www.econbiz.de/10011432728

Optimal hedge ratio under a subjective re-weighting of the original measure

Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280

Persistent link: https://www.econbiz.de/10011433130

Do employee share owners face too much financial risk?

Kruse, Douglas L.; Blasi, Joseph R.; Weltmann, Dan; … - 2019

A major theoretical objection against employee ownership is that workers become inadequately diversified and exposed to excessive financial risk. Recent theory concludes that 10-15% of a worker's wealth portfolio can be prudently invested in employer stock provided the rest of the portfolio is...

Persistent link: https://www.econbiz.de/10012002671

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

Can cryptocurrencies be a safe haven : a tail risk perspective analysis

Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762

Persistent link: https://www.econbiz.de/10012061627

Is hedging successful at reducing financial risk exposure?

Jorge, Maria João; Augusto, Mário Gomes - In: Applied economics 48 (2016) 37/39, pp. 3695-3713

Persistent link: https://www.econbiz.de/10011621161

The role of sentiment in global risk premia

Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091

Persistent link: https://www.econbiz.de/10010513348

Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation

Marshall, Cara M. - In: Applied economics 47 (2015) 1/3, pp. 1-11

Persistent link: https://www.econbiz.de/10010463955

Should emerging market investors buy commodities?

Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246

Persistent link: https://www.econbiz.de/10011294620