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Diversification and bank stability
Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509107
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Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of risk 24 (2021) 2, pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Shrinking beta
Blitz, David; Swinkels, Laurens; Ūsaitė, Kristina; … - In: Journal of risk 24 (2022) 6, pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
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A framework assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003847632
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The pricing of portfolio credit risk
Tarashev, Nikola A.; Zhu, Haibin - 2006
Persistent link: https://www.econbiz.de/10003376553
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Dynamic asset allocation with jump risk
Xu, Weidong; Wu, Chongfeng; Xu, Weijun; Li, Hongyi - In: Journal of risk 12 (2009/10) 3, pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
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The marginal price of risk with a VaR constraint
Eisenberg, Larry - In: Journal of risk 9 (2006/07) 4, pp. 21-37
Persistent link: https://www.econbiz.de/10003502682
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Combining alpha streams with costs
Kakushadze, Zura - In: Journal of risk 17 (2014/15) 3, pp. 57-78
Persistent link: https://www.econbiz.de/10011298884