Similar Search Results

Bessel processes, Asian options, and perpetuities

Geman, Hélyette - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 349-375

Persistent link: https://www.econbiz.de/10001185120

Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000

Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001597059

Time-consistency in managing a commodity portfolio : a dynamic risk measure approach

Geman, Hélyette (contributor); Ohana, Steve (contributor) - 2005

Persistent link: https://www.econbiz.de/10003376253

Time-consistency in managing a commodity portfolio : a dynamic risk measure approach

Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2005

Persistent link: https://www.econbiz.de/10003778564

WTI crude oil Futures in portfolio diversification : the time-to-maturity effect

Geman, Hélyette; Kharoubi, Cécile - In: Journal of banking & finance 32 (2008) 12, pp. 2553-2559

Persistent link: https://www.econbiz.de/10003795775

Ownership yield and prime real estate in alpha cities

Geman, Hélyette; Velez, Tara Michelle - In: The journal of wealth management 19 (2016) 3, pp. 116-130

Persistent link: https://www.econbiz.de/10011615301

Diamonds and Precious Metals for Reduction of Portfolio Tail Risk

Barbi, Massimiliano - 2020

We study the performance of diamonds compared to gold and other precious metals in mitigating the tail risk of a diversified equity market portfolio over the period June 2007 to October 2018. Our results display a diversification benefit of some diamond indices, which also improve the portfolio...

Persistent link: https://www.econbiz.de/10012846680

Diamonds and precious metals for reduction of portfolio tail risk

Barbi, Massimiliano; Geman, Hélyette; Romagnoli, Silvia - In: Applied economics 52 (2020) 26, pp. 2841-2861

Persistent link: https://www.econbiz.de/10012221456

Inflation-plus investing : real returns for real investors

Jacobsen, Brian; Scheiber, Matthias - In: The journal of portfolio management : JPM 49 (2023) 6, pp. 34-51

Persistent link: https://www.econbiz.de/10014308879

When to diversify differently

Jacobsen, Brian; Scheiber, Matthias - In: The journal of portfolio management : JPM 48 (2022) 4, pp. 91-107

Persistent link: https://www.econbiz.de/10013175523