6   Artículos

 
en línea
Owen Jakata,Delson Chikobvu    
AbstractOrientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.Research purpose: The main... ver más
Revista: Journal of Economic and Financial Sciences (JEF)    Formato: Electrónico

 
en línea
Sabastine Mushori,Delson Chikobvu     Pág. 256 - 264
A dynamic stochastic methodology in optimal portfolio selection that maximizes investment opportunities and minimizes maximum downside risk while taking into account implicit transaction costs incurred in initial trading and in subsequent rebalancing of ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Onder Buberkoku     Pág. 36 - 50
This study examines the out-of-sample value-at-risk forecasting performance of the GARCH, FIGARCH, HYGARCH and FIAPARCH models for West Texas intermediate crude oil, Europe Brent crude oil, heating oil#2, propane and New York Harbour Conventional Gasolin... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

 
en línea
Christian Jonnatan Jacobsen Soto Herrera,Fernanda Finotti Cordeiro Perobelli     Pág. 285 - 335
This article empirically test the lower partial moments models, Sortino, Upside Potential Ratio, Omega and Kappa, comparing them with the traditional CAPM, for listed shares of Ibovespa and Dow Jones index. These two classes of models are distinguished i... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Suzette Viviers,Colin Firer    
AbstractThis research addresses a gap in the literature on responsible investing (RI) in South Africa by studying the risk-adjusted performance of RI unit trusts available to retail investors. The Sharpe, Sortino and Upside-potential ratios for 16 RI uni... ver más
Revista: Journal of Economic and Financial Sciences (JEF)    Formato: Electrónico

 
en línea
Eduardo Madureira Rodrigues Siqueira,Antonio Gledson de Carvalho,Humberto Gallucci Netto     Pág. 189 - 208
This paper investigates the determinants of performance of the investments of private equity and venture capital (PEVC) funds in Brazil. We use two unique databases: the First Brazilian Private Equity and Venture Capital Census and the Guia-GVcepe Endeav... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

« Anterior     Página: 1 de 1     Siguiente »