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A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
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On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
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Digital technologies and productivity : a firm-level investigation
Nucci, Francesco; Puccioni, Chiara; Ricchi, Ottavio - In: Economic modelling 128 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014464411
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Can enterprise digitization improve ESG performance?
Fang, Mingyue; Nie, Huihua; Shen, Xinyi - In: Economic modelling 118 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014229256
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Digitalization and innovation : how does the digital economy drive technology transfer in China?
Cai, Hechang; Wang, Zilong; Ji, Yi; Xu, Liuyang - In: Economic modelling 136 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014549180
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Top managers with information technology backgrounds and digital transformation : evidence from small and medium companies
Zhang, Kaixia; Bu, Caiqi - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547944
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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Stress-testing for portfolios of commodity futures
Paraschiv, Florentina; Mudry, Pierre-Antoine; Andrieş, … - In: Economic modelling 50 (2015), pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
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Fixing risk neutral risk measures
Stein, Harvey J. - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048