Narrow search
Showing 1 - 10 of 82
Cover Image
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Cover Image
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of risk 19 (2016) 2, pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Cover Image
Modeling loss given default regressions
Li, Phillip; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of risk 23 (2020/2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Cover Image
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo; Börner, Christoph J. - In: Journal of risk 23 (2020/2021) 2, pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Cover Image
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D. - In: Journal of risk 19 (2016) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Cover Image
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar; Benito Muela, Sonia; López-Martín, Carmen; … - In: Journal of risk 18 (2016) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Cover Image
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon - In: Journal of risk 19 (2016/2017) 3, pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Cover Image
Risk management and regulation
Adrian, Tobias - In: Journal of risk 20 (2017/2018) 1, pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Cover Image
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca - In: Journal of risk 19 (2016/2017) 4, pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Cover Image
Risk management for private equity funds
Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10011799119