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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of risk"
~person:"Auer, Benjamin R."
~person:"Goldman, Elena"
~person:"Poddig, Thorsten"
~subject:"Estimation"
~subject:"Statistical distribution"
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Auer, Benjamin R.
Goldman, Elena
Poddig, Thorsten
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Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
2
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
3
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
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