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Optimal allocation for stock market-excluded retirees : effects of interest rates, longevity risk, and upfront fees
Mills, Ebenezer Atta; Anyomi, Siegfried Kafui; Koumba, Ur; … - In: Finance research letters 70 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015195518
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Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Chen, Wen; Minney, Aaron; Toscas, Peter; Koo, Bonsoo; … - In: Finance research letters 39 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012805467
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Is Bitcoin a hedge? : how extreme volatility can destroy the hedge property
Baur, Dirk G.; Hoang Lai Trung; Hossain, Md. Zakir - In: Finance research letters 47 (2022) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013553617
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Safe-haven properties and portfolio applications of cryptocurrencies : evidence from the emerging markets
Ustaoglu, Erkan - In: Finance research letters 47 (2022) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10013553752
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Hedging geopolitical risks with different asset classes : a focus on the Russian invasion of Ukraine
Będowska-Sójka, Barbara; Demir, Ender; Zaremba, Adam - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014233961
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Risk spillovers and optimal hedging in commodity ETFs : a TVP-VAR Approach
Hadad, Elroi; Malhotra, Davinder Kumar; Vasileiou, Evangelos - In: Finance research letters 70 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015194202
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Dynamic hedging strategies for US investors in international stock ETFs following geopolitical conflicts
Han, SeungOh - In: Finance research letters 72 (2025), pp. 1-14
Persistent link: https://www.econbiz.de/10015198788
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Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung - In: Finance research letters 40 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
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Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820088
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Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137
Persistent link: https://www.econbiz.de/10003888006