Narrow search
Showing 1 - 10 of 314
Cover Image
Early warning indicators of banking crisis and bank related stock returns
Sohn, Bumjean; Park, Heungju - In: Finance research letters 18 (2016), pp. 193-198
Persistent link: https://www.econbiz.de/10011657010
Cover Image
An explainable financial risk early warning model based on the DS-XGBoost model
Zhang, Tianjiao; Zhu, Weidong; Wu, Yong; Wu, Zihao; … - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473596
Cover Image
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan; White, Halbert - In: Finance research letters 1 (2004) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Cover Image
The robustness of asset pricing models : Coskewness and cokurtosis
Ando, Masakazu; Hodoshima, Jiro - In: Finance research letters 3 (2006) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10003333930
Cover Image
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo - In: Finance research letters 8 (2011) 2, pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
Cover Image
Composition of robust equity portfolios
Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J. - In: Finance research letters 10 (2013) 2, pp. 72-81
Persistent link: https://www.econbiz.de/10009774437
Cover Image
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Finance research letters 9 (2012) 3, pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Cover Image
Robust general equilibrium under stochastic volatility model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Finance research letters 7 (2010) 4, pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Cover Image
Dynamic robust portfolio selection with copulas
Han, Yingwei; Li, Ping; Xia, Yong - In: Finance research letters 21 (2017), pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
Cover Image
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011657300