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Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo; Missong, Martin - In: Journal of risk 17 (2014/15) 2, pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
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Volatility spillover along the supply chains : a network analysis on economic links
Berger, Theo; Gençay, Ramazan - In: Journal of risk 22 (2019/2020) 5, pp. 83-113
Persistent link: https://www.econbiz.de/10012421694
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Fully flexible extreme views
Meucci, Attilio; Ardia, David; Keel, Simon - In: Journal of risk 14 (2011/12) 2, pp. 39-49
Persistent link: https://www.econbiz.de/10009422362
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Wavelet decompostion and applied portfolio management
Berger, Theo - In: Journal of risk 18 (2015/2016) 4, pp. 53-77
Persistent link: https://www.econbiz.de/10011578387
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A new bootstrap test for multiple assets joint risk testing
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart - In: Journal of risk 19 (2016/2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011710231