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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting; Zhang, Weiguo; Xu, Weijun - In: Economic modelling 31 (2013), pp. 12-17
Persistent link: https://www.econbiz.de/10009725814
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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The sovereign property of foreign reserve investment in China : a CVaR approach
Li, Jie; Huang, Huaxia; Xiao, Xiao - In: Economic modelling 29 (2012) 5, pp. 1524-1536
Persistent link: https://www.econbiz.de/10009667289
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Dynamic optimal capital growth with risk constraints
Yong, Luo; Zhu, Bo; Yong, Tang - In: Economic modelling 30 (2013), pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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The analysis of bank business performance and market risk : applying Fuzzy DEA
Chen, Yu Chuan; Chiu, Yung-ho; Huang, Chin Wei; Tu, … - In: Economic modelling 32 (2013), pp. 225-232
Persistent link: https://www.econbiz.de/10009761543
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Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab; Uppal, Jamshed Y.; Zaman, Khalid; … - In: Economic modelling 35 (2013), pp. 409-417
Persistent link: https://www.econbiz.de/10010259786