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Financial Risk Meter for emerging markets

Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - In: Research in international business and finance 60 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013411139

Risk-constrained Kelly portfolios under alpha-stable laws

Wesselhöfft, Niels; Härdle, Wolfgang - In: Computational economics 55 (2020) 3, pp. 801-826

Persistent link: https://www.econbiz.de/10012223676

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

Härdle, Wolfgang; Lee, David Kuo Chuen; Nasekin, Sergey; … - In: The journal of asset management 19 (2018) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011847640

FRM financial risk meter

Mihoci, Andrija; Althof, Michael; Chen, Yi-Hsuan; … - In: The econometrics of networks, (pp. 335-368). 2020

Persistent link: https://www.econbiz.de/10012318933

Investing with cryptocurrencies : a liquidity constrained investment approach

Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - In: Journal of financial econometrics 18 (2020) 2, pp. 280-306

Persistent link: https://www.econbiz.de/10012232957

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...