Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Christos I. Giannikos"'
Publikováno v:
Risks, Vol 12, Iss 2, p 42 (2024)
Hedging downside risk before substantial price corrections is vital for risk management and long-only active equity manager performance. This study proposes a novel methodology for crafting timing signals to hedge sectors’ downside risk. These sign
Externí odkaz:
https://doaj.org/article/a38a02a9a6574d338e6f39331a1e7ef6
Publikováno v:
Journal of Risk and Financial Management; Volume 16; Issue 1; Pages: 53
We study the impact of financial literacy on financial risk preference. When financial literacy is measured jointly by actual and self-assessed scores, we find compelling evidence of a valley-shaped relationship between actual financial literacy and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d65913bc58a3a5208b5f5ebfec16c0f2
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 7
Journal of Risk and Financial Management, Vol 14, Iss 321, p 321 (2021)
Volume 14
Issue 7
Journal of Risk and Financial Management, Vol 14, Iss 321, p 321 (2021)
In an exchange economy with endowment inequality, we investigate how preferences with external habits affect the equity risk premium. We show that the dynamics of external additive habits with wealth inequality are complex when a background risk is p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bef7968dfe7966a5808435afb79f157d
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:556-564
We show how an extreme value statistical test, designed under the assumption of normality, achieves higher power than traditional tests when the underlying distribution turns out to have thicker ta...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8756e4c7b74772a3f9e42475241d4e83
https://doi.org/10.1080/03610918.2018.1491989
https://doi.org/10.1080/03610918.2018.1491989
Publikováno v:
Financial Review. 54:377-412
We introduce a new preference structure—age‐dependent increasing risk aversion (IRA)—in a three‐period overlapping generations model with borrowing constraints, and examine the behavior of equity premium in this framework. We find that IRA pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4f2677bf9e446415767e2606d4b66e6
https://doi.org/10.1111/fire.12191
https://doi.org/10.1111/fire.12191
Autor:
Andreas Kakolyris, Stephen E. Karpiak, Robert C. Utzinger, Christos I. Giannikos, Juan J. DelaCruz
Publikováno v:
Atl Econ J
Older adults with the human immunodeficiency virus or HIV (OAWH), people 50 years and older, are aging with the disease and experience low quality of life. Mental health disorders trigger and worsen health inequalities with larger impacts on the qual
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01d4ce99a4014469e047a09ff72df5e4
https://pubmed.ncbi.nlm.nih.gov/34040269
https://pubmed.ncbi.nlm.nih.gov/34040269
Publikováno v:
Economics Letters. 207:110000
A numerical procedure to obtain posterior valuation signals in a theoretical equilibrium of an interdealer trading network is derived by harnessing a transformation of the adjacency matrix of the network. Applying transaction prices and quantities, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e22df9cd1e0632d453c56f5cf757b868
https://doi.org/10.1016/j.econlet.2021.110000
https://doi.org/10.1016/j.econlet.2021.110000
Publikováno v:
Finance Research Letters. 38:101518
We investigate how external habits affect the equity risk premium in an exchange economy with identical agents, except for their initial endowment. Wealth inequality is introduced with a mean-preserving transfer of endowment. We show that, when exter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3af57539584493349299fc972a99883
https://doi.org/10.1016/j.frl.2020.101518
https://doi.org/10.1016/j.frl.2020.101518
Publikováno v:
Journal of Housing Research. 25:81-104
In this study, we examine whether house price cycles led or lagged business cycles in the state-level U.S. data from 1979 to 2012. We use a vector Markov-switching model to test for various lead/la...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85078604d9220030280b2c2cd4d19a20
https://doi.org/10.1080/10835547.2016.12092114
https://doi.org/10.1080/10835547.2016.12092114
Publikováno v:
The B.E. Journal of Theoretical Economics. 18
This paper models a market where short sales are prohibited and investors have heterogeneous beliefs on asset values. We show that short sale constraints may cause overpricing, the magnitude of which depends on not only investors’ opinion dispersio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca8ac85e4a96484b4a6f29c3757b5992
https://doi.org/10.1515/bejte-2016-0085
https://doi.org/10.1515/bejte-2016-0085