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Risk measures in finance : congruent or contrasting?

Lalwani, Vaibhav; Bedi, Prateek; Shankar, Devesh - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 1, pp. 165-180

Persistent link: https://www.econbiz.de/10012391033

Do mutual funds reward downside risk? : evidence from an emerging economy

Agarwal, Pankaj K.; Pradhan, H. K. - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-34

Persistent link: https://www.econbiz.de/10014304918

Risk management for private equity funds

Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32

Persistent link: https://www.econbiz.de/10011799119

On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics

Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15

Insurers issuing segregated fund policies apply dynamic hedging to mitigate risks related to guarantees embedded in such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from the imperfect correlation between the underlying fund...

Persistent link: https://www.econbiz.de/10011890772

Are fund managers incentivised to ignore stock market jumps?

Chondrogiannis, Ilias; Freeman, Mark; Vivian, Andrew - In: The European journal of finance 29 (2023) 15, pp. 1793-1823

Persistent link: https://www.econbiz.de/10014388504

Mutual funds herding behavior, sentiment, and market volatility

Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107

Persistent link: https://www.econbiz.de/10012613519

Modeling redemption risks of mutual funds using extreme value theory

Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37

Persistent link: https://www.econbiz.de/10011620647

Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds

Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010

Persistent link: https://www.econbiz.de/10003940928

Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds

Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010

Persistent link: https://www.econbiz.de/10008746615

Risk and return in hedge funds and funds-of-Hedge funds : a cross-sectional approach

Lee, Hee Soo - In: Australasian accounting business and finance journal : AABF 6 (2012) 3, pp. 43-64

Persistent link: https://www.econbiz.de/10010244265

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