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Water Risk Modeling : Developing Risk-Return Management Techniques in Finance and Beyond

Gramlich, Dieter (ed.); Walker, Thomas (ed.); … - 2023

Chapter 1: Introduction -- Part I: Framework of Financial Water Risk -- Chapter 2: Drivers of water risk and their interaction -- Chapter 3: Water risk and climate change -- Chapter 4: Interaction effects of water risk in finance and society -- Chapter 5: Opportunities from water risk -- Part...

Persistent link: https://www.econbiz.de/10013551759

Investigating Long-Term Short Pairing Strategies for Leveraged Exchange-Traded Funds Using Machine Learning Techniques

Khadivar, Hamed; Nikbakht, Elaheh; Walker, Thomas - 2023

This study examines the profitability of short-selling strategies of different portfolios with varying combinations of bull and bear Leveraged Exchange-Traded Funds (LETFs). We find that while short-selling the combination of both bull and bear LETFs does not yield significant positive returns...

Persistent link: https://www.econbiz.de/10014355425

Investigating long-term short pairing strategies for leveraged exchange-traded funds using machine learning techniques

Khadivar, Hamed; Nikbakht, Elaheh; Walker, Thomas - In: The journal of investing : JOI 33 (2024) 2, pp. 104-135

Persistent link: https://www.econbiz.de/10014536110

Portfolios weighted by repurchase and total payout

Clark, Jack; Hessel, Christopher; Jun, Wang; Zhang, Ge - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 77-83

Persistent link: https://www.econbiz.de/10008652154

Risk adjustment and momentum sources

Jun, Wang; Wu, Yangru - In: Journal of banking & finance 35 (2011) 6, pp. 1427-1435

Persistent link: https://www.econbiz.de/10009244971

Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction

Li, Duan; Sun, Xiaoling; Jun, Wang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10003336788

An empirical study of momentum and reversal in United States equity market

Jun, Wang - 2005

Persistent link: https://www.econbiz.de/10003384691

Shorting leveraged ETF pairs

Hessel, Christopher; Nam, Jouahn; Wang, Jun; Xing, Cunyu; … - In: The journal of trading 13 (2018) 2, pp. 69-79

Persistent link: https://www.econbiz.de/10011877343

Sector momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60

Persistent link: https://www.econbiz.de/10011736200

RiskTRACK : the five-factor model for measuring risk tolerance

Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Journal of risk finance : the convergence of financial … 17 (2016) 4, pp. 428-445

Persistent link: https://www.econbiz.de/10011572458