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Research at Lancaster
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Results for Downside risk
Publications & Outputs
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
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