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A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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Does diversification drive down risk-adjusted returns? : a quantile regression approach
Shim, Jeungbo - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011671263
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Loan portfolio diversification, market structure and bank stability
Shim, Jeungbo - In: Journal of banking & finance 104 (2019), pp. 103-115
Persistent link: https://www.econbiz.de/10012163790
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An investigation of market concentration and financial stability in property-liability insurance industry
Shim, Jeungbo - In: The journal of risk and insurance : the journal of the … 84 (2017) 2, pp. 567-597
Persistent link: https://www.econbiz.de/10011705834
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Are mergers and acquisitions beneficial to consumers? : evidence from the property-liability insurance industry
Shim, Jeungbo - In: The financial review : the official publication of the … 58 (2023) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10014305864
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Unraveling heterogeneity in cyber risks using quantile regressions
Eling, Martin; Jung, Kwangmin; Shim, Jeungbo - In: Insurance / Mathematics & economics 104 (2022), pp. 222-242
Persistent link: https://www.econbiz.de/10013264950