Hedging downside risk of oil refineries: A vine copula approach
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Do commodities make effective hedges for equity investors?
Optimal self-protection in two periods: On the role of endogenous saving
Massively parallel processing of recursive multi-period portfolio models
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
Nonlinear empirical pricing in electricity markets using fundamental weather factors
Hot money and cross-section of stock returns during the global financial crisis
The performance of precious-metal mutual funds: Does uncertainty matter?
Downside risks and the cross-section of asset returns
Competition in the credit rating Industry: Benefits for investors and issuers
Downside Risk and Portfolio Diversification in the Euro-zone Equity Markets with Special Consideration of the Crisis Period
The disciplinary effects of short sales on controlling shareholders
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies
Earnings smoothing: Does it exacerbate or constrain stock price crash risk?