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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns

Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018

"Asymmetric Dependence (hereafter, AD) is usually thought of as a cross-sectional phenomenon. Andrew Patton describes AD as "stock returns appear to be more highly correlated during market downturns than during market upturns." (Patton, 2004) Thus at a point in time when the market return is...

Persistent link: https://www.econbiz.de/10011761934

Die moderne Portfoliotheorie im praktischen Wertpapiermanagement : eine theoretische und empirische Analyse aus der Sicht privater Anleger

Schmidt- von Rhein, Andreas - 2004

Persistent link: https://www.econbiz.de/10002521934

Investmentfonds mit absolutem Renditeziel und asymmetrischem Risikoprofil : Stilanalysen von benchmarkfreien, regelgebundenen Anlagealternativen

Hehn, Elisabeth (contributor) - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008773377

Investment management : a modern guide to security analysis and stock selection

Vishwanath, S. Ramanna (ed.); … - 2009

Persistent link: https://www.econbiz.de/10003758646

The Kelly capital growth investment criterion : theory and practice

MacLean, Leonard C. (ed.); Thorp, Edward O. (ed.); … - 2012

Persistent link: https://www.econbiz.de/10012875498

Asset management in volatile markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...