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Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - In: Computational economics 44 (2014) 1, pp. 67-86
Persistent link: https://www.econbiz.de/10010396231
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Models and simulations for portfolio rebalancing
Guastaroba, Gianfranco; Mansini, Renata; Speranza, … - In: Computational economics 33 (2009) 3, pp. 237-262
Persistent link: https://www.econbiz.de/10003828842
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Deviation-based model risk measures
Berkhouch, Mohammed; Müller, Fernanda Maria; Lakhnati, … - In: Computational economics 59 (2022) 2, pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
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Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach
Jiao, Shoukun; Ye, Wuyi - In: Computational economics 59 (2022) 3, pp. 1203-1229
Persistent link: https://www.econbiz.de/10013169244
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Predicting business risks of commercial banks based on BP-GA optimized model
Li, Qilun; Xu, Zhaoyi; Shen, Xiaoqin; Zhong, Jiacheng - In: Computational economics 59 (2022) 4, pp. 1423-1441
Persistent link: https://www.econbiz.de/10013260271
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Innovative risk early warning model under data mining approach in risk assessment of internet credit finance
Lin, Min - In: Computational economics 59 (2022) 4, pp. 1443-1464
Persistent link: https://www.econbiz.de/10013261843
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Explainable machine learning in credit risk management
Bussmann, Niklas; Giudici, Paolo; Marinelli, Dimitri; … - In: Computational economics 57 (2021) 1, pp. 203-216
Persistent link: https://www.econbiz.de/10012486891
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International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
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Multi criteria decision making in financial risk management with a multi-objective genetic algorithm
Srinivasan, Sujatha; Kamalakannan, T. - In: Computational economics 52 (2018) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10012052955
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Insights into the effects of cognitive factors and risk attitudes on fire risk mitigation behavior
Liu, Tianzhuo; Jiao, Huifang - In: Computational economics 52 (2018) 4, pp. 1213-1232
Persistent link: https://www.econbiz.de/10012053343