Narrow search
Showing 1 - 10 of 16
Cover Image
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Cover Image
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Cover Image
Reputational damage of operational loss on the bond market : evicence from the financial industry
Plunus, Séverine; Gillet, Roland; Hübner, Georges - In: International review of financial analysis 24 (2012), pp. 66-73
Persistent link: https://www.econbiz.de/10009688170
Cover Image
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Cover Image
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Cover Image
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Cover Image
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor - In: Journal of risk 13 (2010/11) 1, pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Cover Image
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael; Lüdemann, Stefan; Poddig, Thorsten - In: Journal of risk 18 (2016) 5, pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Cover Image
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul; Mainzer, Rheanna - In: Journal of risk 20 (2017/2018) 3, pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Cover Image
Impact of D-Vine structure on risk estimation
Bolancé, Catalina; Alemany, Ramon; Padilla Barreto, … - In: Journal of risk 20 (2017/2018) 5, pp. 1-32
Persistent link: https://www.econbiz.de/10011914672