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Goodell, John W.
10
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Finance research letters
Journal of banking & finance
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NBER working paper series
544
Insurance / Mathematics & economics
497
European journal of operational research : EJOR
480
Working paper / National Bureau of Economic Research, Inc.
469
NBER Working Paper
387
International review of financial analysis
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244
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191
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Energy economics
184
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184
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176
Research in international business and finance
167
Swiss Finance Institute Research Paper
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Applied economics letters
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Pacific-Basin finance journal
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Economics letters
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ECONIS (ZBW)
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1
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
2
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Finance research letters
11
(
2014
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
Saved in:
3
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
Saved in:
4
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
5
Bitcoin and liquidity risk diversification
Ghabri, Yosra
;
Guesmi, Khaled
;
Zantour, Ahlem
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
Saved in:
6
Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Silahli, Baykar
;
Dingec, Kemal Dincer
;
Cifter, Atilla
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485378
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7
How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures
Wang, Qiyu
;
Huang, Wenli
;
Wu, Xin
;
Zhang, Chao
- In:
Finance research letters
29
(
2019
),
pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
Saved in:
8
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
9
Sectoral contributions to systemic risk in the Chinese stock market
Wu, Fei
- In:
Finance research letters
31
(
2019
),
pp. 386-390
Persistent link: https://www.econbiz.de/10012421681
Saved in:
10
A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik
;
Ray, Rina
;
Ullrich, Carl J.
;
Veka, Steinar
; …
- In:
Finance research letters
16
(
2016
),
pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
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