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Measuring income tax accrual quality

Choudhary, Preeti; Koester, Allison; Shevlin, Terry - In: Review of accounting studies 21 (2016) 1, pp. 89-139

Persistent link: https://www.econbiz.de/10011448209

Efficient portfolio selection in a large market

Chen, Jiaqin; Yuan, Ming - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 496-524

Persistent link: https://www.econbiz.de/10011623668

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

Comparing risk measures when aggregating market risk and credit risk using different copulas

Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136

Persistent link: https://www.econbiz.de/10011598393

Delegated portfolio management and optimal allocation of portfolio managers

Christensen, Michael; Vansgaard Christensen, Michael; … - In: Applied economics 47 (2015) 19/21, pp. 2142-2153

Persistent link: https://www.econbiz.de/10010513333

Guaranteed conditional performance of the S² control chart with estimated parameters

Faraz, Alireza; Woodalli, William H.; Heuchenne, C. - In: International journal of production research 53 (2015) 14, pp. 4405-4413

Persistent link: https://www.econbiz.de/10011302756

Ranking of investment funds : acceptability versus robustness

Rossello, Damiano - In: European journal of operational research : EJOR 245 (2015) 3, pp. 828-836

Persistent link: https://www.econbiz.de/10011312111

Analiz vremennych rjadov i osobennosti maloj otkrytoj ėkonomiki pri prognozirovanii nalogovych postuplenij

Deduševa, M. V. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … (2015) 4, pp. 126-142

Persistent link: https://www.econbiz.de/10011456155

Hedging with futures : does anything beat the naïve hedging strategy?

Wang, Yudong; Wu, Chongfeng; Li, Yang - In: Management science : journal of the Institute for … 61 (2015) 12, pp. 2870-2889

Persistent link: https://www.econbiz.de/10011413497

Uncertainty of Multiple Period Risk Measures

Lönnbark, Carl - Institutionen för Nationalekonomi, Umeå Universitet - 2009

In general, the properties of the conditional distribution of multiple period returns do not follow easily from the one-period data generating process. This renders computation of Value-at-Risk and Expected Shortfall for multiple period returns a non-trivial task. In this paper we consider some...

Persistent link: https://www.econbiz.de/10005198007

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