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~isPartOf:"International review of financial analysis"
~isPartOf:"Risiko-Manager"
~isPartOf:"The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ahelegbey, Daniel Felix"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Zhou, Rui"
~subject:"Capital income"
~subject:"Finanzdienstleistung"
~subject:"Finanzkrise"
~subject:"Katastrophe"
~subject:"Risk"
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Ahelegbey, Daniel Felix
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International review of financial analysis
Risiko-Manager
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
The North American journal of economics and finance : a journal of financial economics studies
DEM working paper series
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
; …
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
Saved in:
4
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
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