[BOOK][B] Measuring market risk
K Dowd - 2007 - books.google.com
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new
chapter on options risk management, as well as substantial new information on parametric …
chapter on options risk management, as well as substantial new information on parametric …
Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets
FAFS Cunha, EM de Oliveira, RJ Orsato… - … Strategy and the …, 2020 - Wiley Online Library
To contribute to overcoming global sustainability challenges, investors have been
increasingly interested in making sustainable investments and incorporating environmental …
increasingly interested in making sustainable investments and incorporating environmental …
The added value and differentiation among ESG investment strategies in stock markets
Environmental, social, and governance (ESG) investment strategies have garnered
increasing attention in stock markets worldwide. The number of related funds and their …
increasing attention in stock markets worldwide. The number of related funds and their …
[BOOK][B] An introduction to market risk measurement
K Dowd - 2003 - books.google.com
Dieses Buch gibt einen Überblick über die aktuellsten Entwicklungen im Bereich Value at
Risk (VaR) und Expected Tail Loss (ETL). Mit umfassenden Informationen zu verschiedenen …
Risk (VaR) und Expected Tail Loss (ETL). Mit umfassenden Informationen zu verschiedenen …
Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market
Climate change has created both challenges and opportunities for investors worldwide.
Investing in carbon-efficient assets, for instance, may reduce investors' climate risks while …
Investing in carbon-efficient assets, for instance, may reduce investors' climate risks while …
A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
In this paper, a new bi-objective fuzzy portfolio selection model is proposed, for which Sharp
ratio (SR) and Value at Risk ratio (VR) of a portfolio are chosen as objectives. SR is an …
ratio (SR) and Value at Risk ratio (VR) of a portfolio are chosen as objectives. SR is an …
[BOOK][B] Risk budgeting: portfolio problem solving with value-at-risk
ND Pearson - 2011 - books.google.com
Institutionelle Anleger, Fonds-und Portfoliomanager müssen Risiken eingehen, wenn sie
Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko." Risk Budgeting: Portfolio …
Spitzengewinne erzielen wollen. Die Frage ist nur wieviel Risiko." Risk Budgeting: Portfolio …
The 101 ways to measure portfolio performance
This paper performs a census of the 101 performance measures for portfolios that have
been proposed so far in the scientific literature. We discuss their main strengths and …
been proposed so far in the scientific literature. We discuss their main strengths and …
[BOOK][B] Mathematical techniques in finance: tools for incomplete markets
A Cerný - 2009 - books.google.com
Originally published in 2003, Mathematical Techniques in Finance has become a standard
textbook for master's-level finance courses containing a significant quantitative element …
textbook for master's-level finance courses containing a significant quantitative element …
Do ETFs provide effective international diversification?
MY Huang, JB Lin - Research in International Business and Finance, 2011 - Elsevier
Global investments have been a hot issue for years. Investors can diversify risks and obtain
benefits from foreign markets by investing directly in the foreign security market or indirectly …
benefits from foreign markets by investing directly in the foreign security market or indirectly …