Results 1 to 10 of about 18,361 (310)

Decreasing absolute risk aversion, prudence and increased downside risk aversion

Journal of Risk and Uncertainty, 2012
Liqun Liu, Jack Meyer, Liu Liqun
exaly  

Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time‐varying Transition Probability Models

European Financial Management, 2016
Cathy Yi-Hsuan Chen, Thomas C Chiang
exaly  

Emerging markets, downside risk and the asset allocation decision

Emerging Markets Review, 2001
Simon Stevenson
exaly  

Fuzzy portfolio optimization under downside risk measures

Fuzzy Sets and Systems, 2007
Enriqueta Vercher, JOSÉ D Bermudez
exaly  

Increasing Downside Risk.

American Economic Review, 1980
Menezes, C, Geiss, C, Tressler, J
openaire  

On the Estimation of Downside Risk

SSRN Electronic Journal, 2012
openaire   +1 more source

Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms

Finance Research Letters
Chia-Hsien Tang, Yen-Hsien Lee, Hung-Chun Liu   +2 more
exaly  

ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms

North American Journal of Economics and Finance
Chia-Hsien Tang, Hung-Chun Liu, Yen-Hsien Lee   +2 more
exaly  

Are there any risks or downsides?

2018
openaire   +1 more source

Measures of downside risk

2002
openaire   +1 more source