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A note on the Cogley-Nason-Sims approach
Hussain, Syed M.; Liu, Lin - In: Economics letters 146 (2016), pp. 77-81
Persistent link: https://www.econbiz.de/10011619103
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Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to risk
Braouezec, Yann; Joliet, Robert - In: Economics letters 178 (2019), pp. 111-115
Persistent link: https://www.econbiz.de/10012121654
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A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A. - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
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A simple and focused backtest of value at risk
Krämer, Walter; Wied, Dominik - In: Economics letters 137 (2015), pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
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A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
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Gender differences in financial risk taking : the role of financial literacy and risk tolerance
Bannier, Christina E.; Neubert, Milena - In: Economics letters 145 (2016), pp. 130-135
Persistent link: https://www.econbiz.de/10011618315
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A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
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Consistency of two-step sample selection estimators despite misspecification of distribution
Newey, Whitney K. - In: Economics letters 63 (1999) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10001398874
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The distribution of the Theil U-statistic in bivariate normal populations
Mizrach, Bruce Marshall - In: Economics letters 38 (1992) 2, pp. 163-167
Persistent link: https://www.econbiz.de/10001122956
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Monte Carlo sampling procedure and Bayesian encompassing tests : normal case
Bouoiyour, Jamal - In: Economics letters 38 (1992) 2, pp. 127-132
Persistent link: https://www.econbiz.de/10001122966