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Risk quantification : management, diagnosis and hedging
Condamin, Laurent; Louisot, Jean-Paul; Nai͏̈m, Patrick - 2006
Persistent link: https://www.econbiz.de/10013490236
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A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Galluccio, Stefano; Roncoroni, Andrea - In: Journal of banking & finance 30 (2006) 8, pp. 2387-2408
Persistent link: https://www.econbiz.de/10003355806
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Coherent measures of risk from a general equilibrium perspective
Csóka, Péter; Herings, Peter Jean-Jacques; Kóczy, … - In: Journal of banking & finance 31 (2007) 8, pp. 2517-2534
Persistent link: https://www.econbiz.de/10003522971
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Risk capital allocation for RORAC optimization
Buch, Arne; Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 35 (2011) 11, pp. 3001-3009
Persistent link: https://www.econbiz.de/10009374680
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Determinants of risk sharing through remittances
Balli, Faruk; Rana, Faisal - In: Journal of banking & finance 55 (2015), pp. 107-116
Persistent link: https://www.econbiz.de/10011378525
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Systematic stress tests with entropic plausibility constraints
Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
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What determines corporate pension fund risk-taking strategy?
An, Heng; Huang, Zhaodan; Zhang, Ting - In: Journal of banking & finance 37 (2013) 2, pp. 597-613
Persistent link: https://www.econbiz.de/10009705612
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Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
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Risk assessment based on the analysis of the impact of contagion flow
Edirisinghe, Chanaka; Gupta, Aparna; Roth, Wendy - In: Journal of banking & finance 60 (2015), pp. 209-223
Persistent link: https://www.econbiz.de/10011544999
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An analysis of risk-taking behavior for public defined benefit pension plans
Mohan, Nancy J.; Zhang, Ting - In: Journal of banking & finance 40 (2014), pp. 403-419
Persistent link: https://www.econbiz.de/10010403734