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Model uncertainty and systematic risk in US banking
Baele, Lieven; De Bruyckere, Valerie; De Jonghe, Olivier; … - In: Journal of banking & finance 53 (2015), pp. 49-66
Persistent link: https://www.econbiz.de/10011377693
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Effects of business diversification on asset risk-taking : evidence from the U.S. property-liability insurance industry
Che, Xin; Liebenberg, Andre P. - In: Journal of banking & finance 77 (2017), pp. 122-136
Persistent link: https://www.econbiz.de/10011814391
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Bank portfolio choice with private information about loan quality : theory and implications for regulation
Lucas, Deborah; MacDonald, Robert L. - In: Journal of banking & finance 11 (1987) 3, pp. 473-497
Persistent link: https://www.econbiz.de/10003622556
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Marriage and other risky assets : a portfolio approach
Bertocchi, Graziella; Brunetti, Marianna; Torricelli, … - In: Journal of banking & finance 35 (2011) 11, pp. 2902-2915
Persistent link: https://www.econbiz.de/10009373113
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Cross-sectional performance and investor sentiment in a multiple risk factor model
Berger, Dave; Turtle, Harry J. - In: Journal of banking & finance 36 (2012) 4, pp. 1107-1121
Persistent link: https://www.econbiz.de/10009557815
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The dynamics of hedge fund share restrictions
Hong, Xin - In: Journal of banking & finance 49 (2014), pp. 82-99
Persistent link: https://www.econbiz.de/10010508067
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Long-term US infrastructure returns and portfolio selection
Bianchi, Robert J.; Bornholt, Graham; Drew, Michael E.; … - In: Journal of banking & finance 42 (2014), pp. 314-325
Persistent link: https://www.econbiz.de/10010408373
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The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
Kellerhals, Boris Philipp; Schöbel, Rainer - In: Journal of banking & finance 26 (2002) 8, pp. 1615-1643
Persistent link: https://www.econbiz.de/10001688876
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Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel; Huisman, Ronald; Koedijk, Kees - In: Journal of banking & finance 25 (2001) 9, pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027