Narrow search
Showing 1 - 10 of 654
Cover Image
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Cover Image
The Maximum Diversification index
Diyarbakırlıoğlu, Erkin; Satman, Mehmet H. - In: The journal of asset management 14 (2013) 6, pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
Cover Image
Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
Cover Image
Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Cover Image
Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Cover Image
Portfolio optimisation in an uncertain world
Jong, Marielle de - In: The journal of asset management 19 (2018) 4, pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
Cover Image
Diversification quotients based on VaR and ES
Han, Xia; Lin, Liyuan; Wang, Ruodu - In: Insurance / Mathematics & economics 113 (2023), pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Cover Image
Risk concentration and diversification : second-order properties
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 541-546
Persistent link: https://www.econbiz.de/10003981150
Cover Image
Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
Cover Image
Optimal capital and risk transfers for group diversification
Filipović, Damir; Kupper, Michael - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 55-76
Persistent link: https://www.econbiz.de/10003643466