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Hedging cryptos with Bitcoin futures

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Financial Risk Meter for emerging markets

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Backtesting marginal expected shortfall and related systemic risk measures

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TENET : Tail-Event driven NETwork risk

Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513

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Applied quantitative finance

Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.); … - 2017 - Third edition

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Risk-constrained Kelly portfolios under alpha-stable laws

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Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics

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Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets

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Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Persistent link: https://www.econbiz.de/10013523096