Diversification can control probability of default or risk, but not both
Year of publication: |
2021
|
---|---|
Authors: | Cadenas, Pedro ; Gzyl, Henryk |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 2, p. 1-10
|
Publisher: |
Basel : MDPI |
Subject: | perceptions of risk | risk measures | short positions | systemic crisis | value at risk |
-
Diversification can control probability of default or risk, but not both
Cadenas, Pedro, (2021)
-
Forward-looking tail risk exposures at US Bank Holding Companies
Knaup, Martin, (2012)
-
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis, (2014)
- More ...
-
The effects of securitization for managing banking risk using alternative tranching schemes
Cadenas, Pedro, (2022)
-
Diversification can control probability of default or risk, but not both
Cadenas, Pedro, (2021)
-
The effects of securitization for managing banking risk using alternative tranching schemes
Cadenas, Pedro, (2022)
- More ...