Results 351 to 360 of about 7,301,086 (391)
Some of the next articles are maybe not open access.
The Low Downside Risk Effect - Lower Risk and Higher Returns with Low Downside Risk
SSRN Electronic Journal, 2013Past downside risk is shown to have an even stronger influence on future stock sector performance than past low risk as represented by traditional risk parameters that represent both down- and upside risk in one single measure.The fact past low (downside) risk stocks outperform past high risk stocks in the future (or the fact past high risk stocks don ...
openaire +1 more source
Downside Risk-Parity Portfolio
The Journal of Portfolio Management, 2022Ronghua Luo, Haohan Wang, Weiyi Liu
openaire +1 more source
Extreme Downside Risk in Asset Returns
2019Financial markets can experience sudden and extreme downward movements. Investors are highly concerned about the performance of their assets in such scenarios. Some assets perform badly in a downturn in the market; others have milder reactions.
openaire +2 more sources
Cryptocurrencies and the downside risk in equity investments
, 2020Elie Bouri, B. Lucey, D. Roubaud
semanticscholar +1 more source
Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention
Economic Theory, 2020R. Peter
semanticscholar +1 more source