RSS 1.0Finanse i Prawo Finansowe/Journal of Finance and Financial Law 2024: Numer Specjalny
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SPIS TREŚCI
1. Greening the Economy in Afghanistan – Role of the Critical Mineral Mining IndustryRinat Tantashev, Bahtiyor Eshchanov
2. Transparency of the Federal Reserve, a Force of Stability or Volatility in Financial Markets Post 2008 and Prior to COVID-19?
Carolyne C. Soper, Monika K. Sywak
3. Portfolio Management in Times of Elevated Risk. Safe-Haven and Hedge Assets in CAPM Setting
Ewa Feder-Sempach
4. Empirical Study of Multi-Objective Risk Portfolio Optimization Based on NSGA-II
Qian Gao, Aleš Kresta
5. Tail Risks Across Investment Funds
Jerchern Lin
Najnowsze pozycje
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Tail Risks Across Investment Funds
(Wydawnictwo Uniwersytetu Łódzkiego, 2024-12-31)The purpose of the article. Managed portfolios are subject to tail risks, which can be either index level (systematic) or fund-specific. Examples of fund-specific extreme events include those due to big bets or fraud. This ... -
Portfolio Management in Times of Elevated Risk. Safe-Haven and Hedge Assets in CAPM Setting
(Wydawnictwo Uniwersytetu Łódzkiego, 2024-12-31)The purpose of the article. The purpose of the article is to present the safe-haven concept according to the latest academic literature and distinguish it from the hedge and diversifier terms that are sometimes used ... -
Empirical Study of Multi-Objective Risk Portfolio Optimization Based on NSGA-II
(Wydawnictwo Uniwersytetu Łódzkiego, 2024-12-31)The purpose of the article. The application of multi-objective optimization in portfolio management has gained significant attention in asset management. This study aims to uncover the potential advantages of dynamic ... -
Transparency of the Federal Reserve, a Force of Stability or Volatility in Financial Markets Post 2008 and Prior to COVID-19?
(Wydawnictwo Uniwersytetu Łódzkiego, 2024-12-31)The purpose of this article is to analyze how the Central Bank of the United States, the Federal Reserve’s decision to provide greater transparency after the Financial Crisis of 2008 impacted the volatility in financial ... -
Greening the Economy in Afghanistan – Role of the Critical Mineral Mining Industry
(Wydawnictwo Uniwersytetu Łódzkiego, 2024-12-31)This article explores the current state and future prospects of developing a green economy in Afghanistan, focusing on renewable energy and fossil resources. It also examines regional cooperation and Afghanistan’s ...