Results for Downside risk

Publications & Outputs

1. Open-ended Property Funds: Risk and Return Profile - Diversification Benefits and Liquidity Risks

   Hass, L. H., Johanning, L., Rudolph, B. & Schweizer, D., 01/2012, In: International Review of Financial Analysis. 21, p. 90-107 18 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Hedging the Black Swan: conditional heteroscedasticity and tail dependence in S&P500 and VIX

   Abbas, S., Poon, S-H. & Tawn, J. A., 09/2011, In: Journal of Banking and Finance. 35, 9, p. 2374-2387 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review