Table of contents
Volatility discovery in cryptocurrency markets
Thomas Dimpfl, Dalia ElshiatyCryptocurrency markets are notoriously noisy, but not all markets might behave in the exact same way. Therefore, the aim of this paper is to investigate which one of the…
509
Copula methods for evaluating relative tail forecasting performance
Ángel León, Trino-Manuel ÑíguezThe authors apply their method to analyze which portfolios are capable of providing superior performance to those based on the Sharpe ratio (SR).
82
Optimal asset allocation in retirement planning: threshold-based utility maximization
Maximilian Bär, Nadine Gatzert, Jochen RußThe aim of this paper is to modify the shape of utility functions traditionally used in expected utility theory (EUT) to derive optimal retirement saving decisions. Inspired by…
266
The determinants of corporate FX speculation – Why firms increase risk
Andreas HechtEmpirical evidence on the determinants of corporate FX speculation is ambiguous. We note that the conflicting findings of prior studies could be the result of different…
232
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
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Balance SheetEditor:
- Nawazish Mirza