Results 341 to 350 of about 7,301,086 (391)

Full downside risk aversion

Mathematical Social Sciences
The paper investigates different measures of downside risk aversion and relations among them. The authors begin with the relation between risk preference \(u\) and risk neutrality \(\eta\) expressed as \(u = \phi(\eta)\) and its inverse \(\eta = \psi(u)\).
Keenan, Donald C., Snow, Arthur
openaire   +2 more sources

Risk-based performance of power-to-gas storage technology integrated with energy hub system regarding downside risk constrained approach

International journal of hydrogen energy, 2022
Jing Jiang, Liwei Zhang, X. Wen, Esmaeil Valipour, Sayyad Nojavan   +4 more
semanticscholar   +1 more source

Downside Risk in Practice

Journal of Applied Corporate Finance, 2006
Although investors associate risk with negative outcomes and downside fluctuations, modern portfolio theory does not. For investors, volatility per se is not necessarily bad; volatility below a benchmark is. A stock that magnifies the market's fluctuations is not necessarily bad; one that magnifies the market's downside swings is. Even Harry Mar‐kowitz,
openaire   +1 more source

Downside risk and the cross-section of cryptocurrency returns

Journal of Banking & Finance, 2021
Wei Zhang, Yi Li, Xiong Xiong, Pengfei Wang   +3 more
semanticscholar   +1 more source

Risk-based design of hydrogen storage-based charging station for hydrogen and electric vehicles using downside risk constraint approach

Journal of Energy Storage, 2022
Qun Guo, Hui Zhou, Wang Lin, Sayyad Nojavan   +3 more
semanticscholar   +1 more source

Utilizing Downside Risk Measures

CFA Institute Conference Proceedings Quarterly, 2014
Investment advisers and fund managers could better outperform relevant benchmarks on a risk-adjusted basis by analyzing differently their current and prospective client portfolios. This improved performance can be achieved by focusing primarily on downside risk measures and understanding whether portfolios exhibit asymmetrical return profiles with fat ...
openaire   +1 more source

Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market

, 2021
F. Ali, Yuexiang Jiang, A. Şensoy
semanticscholar   +1 more source

Downside and upside risk spillovers between green finance and energy markets

Finance Research Letters, 2022
Hela Mzoughi, C. Urom, K. Guesmi
semanticscholar   +1 more source

Downside Risk and the Performance of Volatility-Managed Portfolios

, 2021
Feifei Wang, Xuemin (Sterling) Yan
semanticscholar   +1 more source

The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis

, 2021
Sinda Hadhri
semanticscholar   +1 more source