Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The North American journal of economics and finance
1. Verfasser: Hammoudeh, Shawkat (VerfasserIn)
Weitere Verfasser: Santos, Paulo Araújo (VerfasserIn), Al-Hassan, Abdullah (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
Key assets > Value-at-Risk > Optimal portfolios > Efficient frontiers > Risk management > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Dynamic relations between housing Markets, stock Markets, and uncertainty in global cities : a time-frequency approach 2023 Alqaralleh, Huthaifa
Does foreign equity investment impact the spillover effect of industries in China? 2023 Xu, Hao
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions 2023 Rodriguez, Gabriel
Foreign portfolio investment and the US macroeconomic conditions 2023 Motie, Golnaz Baradaran
Liquidity spillovers between cryptocurrency and foreign exchange markets 2023 Nekhili, Ramzi
Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic 2023 Caiado, Jorge
COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective 2023 Jin, Xiu
Managements' corporate growth beliefs and M&As : evidence from China 2023 Yue, Sishi
Uncertainty about interest rates and the real economy 2023 Qadan, Mahmoud
Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain 2023 Ouyang, Zisheng
Dealer markets : a reinforcement learning mean field game approach 2023 Bernasconi, Martino
Heterogeneous impact of Covid-19 on the US banking sector 2023 Heitmann, Dennis
Oil price shocks and stock-bond correlation 2023 Ziadat, Salem Adel
Connectedness of non-fungible tokens and conventional cryptocurrencies with metals 2023 Yousaf, Imran
Spillovers and predictability between Saudi Arabia and global financial Markets : evidence from G20 countries 2023 Trabelsi, Nader
Fintech, strategic incentives and investment to human capital, and MSEs innovation 2023 Chen, Siyu
Information asymmetry, sentiment interactions, and asset price 2023 Zhang, Xuetong
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels 2023 Chen, Na
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic 2023 Mensi, Walid
Forecasting VIX using two-component realized EGARCH model 2023 Wu, Xinyu
Alle Artikel auflisten