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accessRights:"restricted"
subject:"Risk"
~person:"Furman, Edward"
~person:"Jawadi, Fredj"
~subject:"Kapitaleinkommen"
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Risk
Kapitaleinkommen
Theorie
33
Theory
33
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11
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11
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9
Risk measure
9
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Furman, Edward
Jawadi, Fredj
Wang, Ruodu
21
Gupta, Rangan
20
Righi, Marcelo Brutti
15
Denuit, Michel
13
Eeckhoudt, Louis R.
12
Boonen, Tim J.
11
Gollier, Christian
11
Nieuwerburgh, Stijn van
11
Wang, Yudong
11
Kelly, Bryan T.
10
Wong, Wing Keung
10
Goerigk, Marc
9
Laeven, Roger J. A.
9
Yang, Jinqiang
9
Ghossoub, Mario
8
Prokopczuk, Marcel
8
Vanduffel, Steven
8
Wohar, Mark E.
8
Barro, Robert J.
7
Bouri, Elie
7
Brandtner, Mario
7
Caliendo, Frank
7
Dai, Zhifeng
7
Demirer, Rıza
7
Escudero, Laureano F.
7
Fabozzi, Frank J.
7
González Sánchez, Mariano
7
Huang, Xiaoxia
7
Kacperczyk, Marcin
7
Krueger, Dirk
7
Ledoit, Olivier
7
Lee, Cheng F.
7
Liu, Haiyan
7
Lustig, Hanno
7
Madan, Dilip B.
7
Mao, Tiantian
7
Menegatti, Mario
7
Müller, Fernanda Maria
7
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Insurance / Mathematics & economics
6
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Astin bulletin : the journal of the International Actuarial Association
1
Decision making and risk/return optimization in financial economics
1
Economic modelling
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 631-636
Persistent link: https://www.econbiz.de/10013167030
Saved in:
2
A reconciliation of the top-down and bottom-up approaches to risk capital allocations : proportional allocations revisited
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 395-416
Persistent link: https://www.econbiz.de/10012623437
Saved in:
3
Can a regulatory risk measure induce profit-maximizing risk capital allocations? : the case of conditional tail expectation
Mohammed, Nawaf
;
Furman, Edward
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 425-436
Persistent link: https://www.econbiz.de/10012793935
Saved in:
4
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
5
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
6
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
7
On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward
;
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Saved in:
8
A statistical analysis of uncertainty for conventional and ethical stock indexes
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoukarim Idi
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 9-17
Persistent link: https://www.econbiz.de/10012296878
Saved in:
9
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
10
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
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