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A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Galluccio, Stefano; Roncoroni, Andrea - In: Journal of banking & finance 30 (2006) 8, pp. 2387-2408
Persistent link: https://www.econbiz.de/10003355806
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On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón; Zigrand, Jean-Pierre - In: Journal of banking & finance 30 (2006) 10, pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
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Employee well-being, firm leverage, and bankruptcy risk
Verwijmeren, Patrick; Derwall, Jeroen - In: Journal of banking & finance 34 (2010) 5, pp. 956-964
Persistent link: https://www.econbiz.de/10003971315
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Operational outages and aggregate uncertainty in the federal funds market
Klee, Elizabeth - In: Journal of banking & finance 34 (2010) 10, pp. 2386-2402
Persistent link: https://www.econbiz.de/10008858360
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On the empirics of international smoothing
Asdrubali, Pierfederico; Kim, So-yŏng - In: Journal of banking & finance 32 (2008) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10003707742
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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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Risk capital allocation for RORAC optimization
Buch, Arne; Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 35 (2011) 11, pp. 3001-3009
Persistent link: https://www.econbiz.de/10009374680
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Cross hedging under multiplicative basis risk
Adam-Müller, Axel F. A.; Nolte, Ingmar - In: Journal of banking & finance 35 (2011) 11, pp. 2956-2964
Persistent link: https://www.econbiz.de/10009374691
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Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex; Izhakian, Yehuda - In: Journal of banking & finance 52 (2015), pp. 160-179
Persistent link: https://www.econbiz.de/10011377355