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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Batten, Jonathan A.
1
Boonen, Tim J.
1
Będowska-Sójka, Barbara
1
Choudhury, Tonmoy
1
Daly, Kevin James
1
Echaust, Krzysztof
1
Feng, Runhuan
1
Furman, Edward
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Guégan, Dominique
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1
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1
Robert, Christian Yann
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So, Mike Ka-pui
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Su, Jianxi
1
Therond, Pierre-E.
1
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1
Wei, Xiao
1
Yu, Philip L. H.
1
Zeng, Qing
1
Zhong, Juandan
1
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1
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Astin bulletin : the journal of the International Actuarial Association
Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
104
Journal of banking & finance
33
Risks : open access journal
30
European journal of operational research : EJOR
29
Journal of risk
28
Finance research letters
26
Energy economics
22
Mathematics of operations research
19
Finance and stochastics
17
International review of financial analysis
17
Mathematics and financial economics
17
Quantitative finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
15
International review of economics & finance : IREF
14
Scandinavian actuarial journal
12
The journal of risk model validation
12
Research paper series / Swiss Finance Institute
11
Applied economics letters
10
Economic modelling
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Working paper
10
Journal of risk management in financial institutions
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
9
Applied economics
8
Computational economics
8
Econometric Institute research papers
8
Journal of risk and financial management : JRFM
8
Operations research letters
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Journal of forecasting
7
The journal of operational risk
7
Journal of empirical finance
6
Journal of financial stability
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ECONIS (ZBW)
13
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
3
The asymmetry of the Amihud illiquidity measure on the European markets : the evidence from Extreme Value Theory
Będowska-Sójka, Barbara
;
Echaust, Krzysztof
;
Just, …
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357308
Saved in:
4
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
5
Contagion risk in global banking sector
Daly, Kevin James
;
Batten, Jonathan A.
;
Mishra, Anil V.
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012263308
Saved in:
6
More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique
;
Hassani, Bertrand
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
Saved in:
7
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
8
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
9
Competitive equilibria with distortion risk measures
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011397655
Saved in:
10
Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann
;
Therond, Pierre-E.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
Saved in:
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