Narrow search
Showing 1 - 10 of 43
Cover Image
Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun; Zhao, Zhiming - In: International review of financial analysis 41 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
Cover Image
Deviation-based model risk measures
Berkhouch, Mohammed; Müller, Fernanda Maria; Lakhnati, … - In: Computational economics 59 (2022) 2, pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Cover Image
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
Cover Image
Risk management and market conditions
Haar, Lawrence; Gregoriou, Andros - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255704
Cover Image
Predicting business risks of commercial banks based on BP-GA optimized model
Li, Qilun; Xu, Zhaoyi; Shen, Xiaoqin; Zhong, Jiacheng - In: Computational economics 59 (2022) 4, pp. 1423-1441
Persistent link: https://www.econbiz.de/10013260271
Cover Image
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Cover Image
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing; Xu, Wei; Šević, Aleksandar; Šević, Željko - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Cover Image
Energy financialization, risk and challenges
Ji, Qiang; Zhang, Dayong; Kutand, Ali M. - In: International review of financial analysis 68 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012301029
Cover Image
Managing the risks of energy efficiency insurances in a portfolio context: an actuarial diversification approach
Baltuttis, Dennik; Töppel, Jannick; Tränkler, Timm; … - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012301096
Cover Image
Validation of default probability models : a stress testing approach
Tsukahara, Fábio Yasuhiro; Kimura, Herbert; Sobreiro, … - In: International review of financial analysis 47 (2016), pp. 70-85
Persistent link: https://www.econbiz.de/10011624054