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Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras; Parolya, Nestor; Thorsén, Erik - In: Finance research letters 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
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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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Risk spillover changes among commodity futures, stock and ESG markets : a study based on multidimensional higher order moment perspective
Yu, Peining; Zhou, Luohui; Chen, Zejun; Li, Chujin - In: Finance research letters 71 (2025), pp. 1-11
Persistent link: https://www.econbiz.de/10015198300
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Does ESG enhance asset quality and funding cost management in banking diversification?
Baek, Seungho; Kang, Moonsoo - In: Finance research letters 73 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015210691
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US sectors and geopolitical risk : the investor's perspective
Choudhury, Tonmoy - In: Finance research letters 73 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015211563
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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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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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Investing in gold : individual asset risk in the long run
Michis, Antonis A. - In: Finance research letters 11 (2014) 4, pp. 369-374
Persistent link: https://www.econbiz.de/10011300440
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Downside and upside risk spillovers from China to Asian stock markets : a CoVaR-copula approach
Jin, Xiaoye - In: Finance research letters 25 (2018), pp. 202-212
Persistent link: https://www.econbiz.de/10012003526