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Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of financial analysis 17 (2008) 3, pp. 539-556

Persistent link: https://www.econbiz.de/10003764468

Can risk-benefit analysis provide consistent policy evaluations pf projects involving loss of life?

Blackorby, Charles; Donaldson, David - 1984

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Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets

Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268

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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

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Calculating trading book capital : is risk separation appropriate?

Raupach, Peter - 2015

Regulatory capital for trading book positions includes two components that cover different risks but apply to the same portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic capital. Although it is known that joint market...