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Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang; Yang, Yu; Yun, Po - In: Finance research letters 32 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
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Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak : a vine copula approach
Syuhada, Khreshna; Suprijanto, Djoko; Hakim, Arief - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342667
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Vine copula approach to the intra-sectoral dependence analysis in the technology industry
Čeryová, Barbara; Árendáš, Peter - In: Finance research letters 60 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490244
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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki; Nakagawa, Kei - In: Finance research letters 62 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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Portfolio optimisation using alternative risk measures
Lorimer, Douglas Austen; Van Schalkwyk, Cornelis Hendrik; … - In: Finance research letters 67 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10015061498