Narrow search
Showing 1 - 10 of 81
Cover Image
A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Cover Image
Financialization in commodity markets : a passing trend or the new normal?
Adams, Zeno; Glück, Thorsten - In: Journal of banking & finance 60 (2015), pp. 93-111
Persistent link: https://www.econbiz.de/10011544903
Cover Image
Bank holding company performance, risk, and "busy" board of directors
Elyasiani, Elyas; Zhang, Ling - In: Journal of banking & finance 60 (2015), pp. 239-251
Persistent link: https://www.econbiz.de/10011544991
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
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
Does espoused risk culture pay? Evidence from European banks
Bianchi, Nicola; Carretta, Alessandro; Farina, Vincenzo; … - In: Journal of banking & finance 122 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012659746
Cover Image
Optimal collective investment : The impact of sharing rules, management fees and guarantees
Chen, An; Nguyen, Thai; Rach, Manuel Matthias - In: Journal of banking & finance 123 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012662259
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
Bank balance sheet risk allocation
Júdice, Pedro; Zhu, Qiji Jim - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
Cover Image
Banking stress test effects on returns and risks
Sahin, Cenkhan; Haan, Jakob de; Neretina, Ekaterina - In: Journal of banking & finance 117 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012495750