How useful are aggregate measures of systemic risk?
Year of publication: |
2016
|
---|---|
Authors: | Mamaysky, Harry |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 18.2015/2016, 4, p. 13-32
|
Subject: | Systemrisiko | Systemic risk | Betriebliche Kennzahl | Financial ratio | Messung | Measurement |
-
Numbers speak for themselves, or do they? : on performance measurement and its implications
Kolk, Berend van der, (2022)
-
Karkowska, Renata, (2014)
-
Sophisticated vs. simple systemic risk measures
Pankoke, David Antonius, (2014)
- More ...
-
Improved forecasting of mutual fund alphas and betas
Mamaysky, Harry, (2007)
-
Estimating the dynamics of mutual fund alphas and betas
Mamaysky, Harry, (2008)
-
Dynamic trading policies with price impact
He, Hua, (2005)
- More ...