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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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Efficient execution in the secondary mortgage market : a stochastic optimization model using CVaR constraints
Wang, Chung-Jui; Uryasev, Stan - In: Journal of risk 10 (2007/08) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
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Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin; Uryasev, Stan; Rockafellar, … - In: Journal of risk 15 (2012/13) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10009657965
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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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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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The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang; Uryasev, Stan - In: Journal of risk 20 (2017/2018) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011848936