Similar Search Results

Risk bearing ability of investors in Indian stock market

Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293

Persistent link: https://www.econbiz.de/10011419781

Risk and return of a trend-chasing application in financial markets: an empirical test

Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272

Persistent link: https://www.econbiz.de/10011885978

Returns, volatility and investor sentiment : evidence from European stock markets

Frugier, Alain - In: Research in international business and finance 38 (2016), pp. 45-55

Persistent link: https://www.econbiz.de/10011640612

A note on investor happiness and the predictability of realized volatility of gold

Bonato, Matteo; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012805333

What drives the stock market return in India? : an exploration with dynamic factor model

Mukherjee, Paramita; Roy, Malabika - In: Journal of emerging market finance 15 (2016) 1, pp. 119-145

Persistent link: https://www.econbiz.de/10011489360

Does behavioural theory explain return-implied volatility relationship? : evidence from India

Chakrabarti, Prasenjit; Kumar, K. Kiran - In: Cogent economics & finance 5 (2017) 1, pp. 1-16

biases cause India Volatility Index (India VIX) to be an efficient hedge for extreme negative market movements. …

Persistent link: https://www.econbiz.de/10011882574

Does time-varying residual conditional heteroscedasticity in index returns affect trading behaviour of institutional investors in Indian Stock Market?

Malhotra, Amarjeet Kaur; Chauhan, Ajay Kumar - In: International journal of accounting and finance 7 (2017) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10011803634

Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility

Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258

Persistent link: https://www.econbiz.de/10015060902

Dynamic Asset Allocation with Learning

Tsai, Jerry - 2011

takes learning into account. Furthermore, this paper shows that the initial estimation sample length needs to be at least …

Persistent link: https://www.econbiz.de/10013117923

A managed volatility investment strategy for pooled annuity products

Li, Shuanglan; Labit Hardy, Héloïse; Sherris, Michael; … - In: Risks : open access journal 10 (2022) 6, pp. 1-30

Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevity risk sharing in pooled annuities has...

Persistent link: https://www.econbiz.de/10013363078