Blar i NHH Brage på emneord "risk"

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    • Herding in Smart-Beta Investment Products 

      Krkoska, Eduard; Schenk-Hoppe, Klaus Reiner (Journal article; Peer reviewed, 2019)
      We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and ...

    • Systematic Analysis of the Evolution of Electricity and Carbon Markets under Deep Decarbonisation 

      Blyth, William; Bunn, Derek; Chronopoulos, Michail; Munoz, Jose (Discussion paper;39/14, Working paper, 2014-12)
      The decarbonisation of electricity generation presents policy-makers in many countries with the delicate task of balancing initiatives for technological change whilst maintaining a commitment to market liberalisation. ...