Governance mechanisms and downside risk
Year of publication: |
November 2015
|
---|---|
Authors: | Wang, Li-hsun ; Lin, Chu-Hsiung ; Fung, Hung-gay ; Chen, Hsien-ming |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 35.2015, 2, p. 485-498
|
Subject: | Corporate governance | Downside risk | Value-at-risk (VaR) | Expected shortfall | Risikomaß | Risk measure | Corporate Governance | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikomanagement | Risk management | Risiko | Risk |
-
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A., (2023)
-
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul, (2018)
-
Selection of the right risk measures for portfolio allocation
Nguyen, Thanh, (2014)
- More ...
-
An analysis of stock repurchase in Taiwan
Wang, Li-hsun, (2013)
-
An analysis of stock repurchase in Taiwan
Wang, Li-Hsun, (2013)
-
An analysis of stock repurchase in Taiwan
Wang, Li-Hsun, (2013)
- More ...