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The diversification effect of defense business on risk and return

Zhong, Ke; Cao, Yong; Liao, Kun - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 33-66

Persistent link: https://www.econbiz.de/10012288686

Do heterogeneous beliefs diversify market risk?

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258

Persistent link: https://www.econbiz.de/10009155404

What is the best risk measure in practice? : a comparsion of standard measures

Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60

Persistent link: https://www.econbiz.de/10011438976

Output value risk for commodity producers : the uncertain benefits of diversification

Merener, Nicolas; Steglich, Maria Eugenia - In: World development : the multi-disciplinary … 101 (2018), pp. 322-333

Persistent link: https://www.econbiz.de/10011976114

Diversification of human capital investments in rural Ethiopia

Lindskog, Annika - In: The European journal of development research : journal … 30 (2018) 4, pp. 676-692

Persistent link: https://www.econbiz.de/10011956858

The Solvency II Standard Formula, linear geometry, and diversification

Paulusch, Joachim - In: Journal of risk and financial management : JRFM 10 (2017) 2, pp. 1-12

models for the study of the aggregation of risk and diversification. The aggregation of risk measures using a diversification … function preserves the respective properties of these risk measures. Examples of diversification functions are given by …The core of risk aggregation in the Solvency II Standard Formula is the so-called square root formula. We argue that it …

Persistent link: https://www.econbiz.de/10011669008

Investment innovation trends : factor-based investing

Centineo, Sanja; Centineo, Santo - In: Serbian journal of management : an international … 12 (2017) 1, pp. 65-75

This article shows that it can take a long period of time until research knowledge finds its application in practice and get disseminated as innovation trend. Factor-based investing is such an example. Having its developing roots in the nineties, it took more than two decades until this approach...

Persistent link: https://www.econbiz.de/10011658838

When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification

Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio - In: Operations research 64 (2016) 5, pp. 1073-1088

Persistent link: https://www.econbiz.de/10011594641

Real estate as a portfolio risk diversifier

Etebari, Ahmad - In: Investment management and financial innovations 13 (2016) 2, pp. 45-52

Persistent link: https://www.econbiz.de/10011647570

Value at risk and the diversification dogma

Erdely, Arturo - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 209-219

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

Persistent link: https://www.econbiz.de/10011845500