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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization

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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

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Firm crash risk, information environment, and speed of leverage adjustment

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CEO facial structure and stock price crash risk

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Dynamic Mean-Risk Portfolio Selection with Multiple Risk Measures in Continuous-Time

Gao, Jianjun - 2014

Different risk measures emphasize different aspects of a random loss. If we examine the investment performance according to different spectra of the risk measures, any policy generated from a mean-risk portfolio model with a sole risk measure may not be a good choice. We study in this paper the...

Persistent link: https://www.econbiz.de/10013060493

The disclosure perspective of firm-specific political risk measure from conference calls

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Dividend payouts, cash-flow uncertainty and the role of institutions

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Negotiation for service contracting : incentives, bargaining power, and customer risk aversion

Li, Dong; Li, Li - In: International transactions in operational research : a … 29 (2022) 6, pp. 3592-3621

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