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Pitfalls and perils of financial innovation : the use of CDS by corporate bond funds
Adam, Tim; Güttler, André - In: Journal of banking & finance 55 (2015), pp. 204-214
Persistent link: https://www.econbiz.de/10011379068
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Predictors and portfolios over the life cycle
Kraft, Holger; Munk, Claus; Weiss, Farina - In: Journal of banking & finance 100 (2019), pp. 1-27
Persistent link: https://www.econbiz.de/10012162427
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Actively managed mutual funds holding passive investments : what do ETF positions tell us about mutual fund ability?
Sherrill, D. Eli; Shirley, Sara E.; Stark, Jeffrey R. - In: Journal of banking & finance 76 (2017), pp. 48-64
Persistent link: https://www.econbiz.de/10011814166
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Investment horizon, risk, and compensation in the banking industry
Livne, Gilad; Markarian, Garen; Mironov, Maksim - In: Journal of banking & finance 37 (2013) 9, pp. 3669-3680
Persistent link: https://www.econbiz.de/10010126304
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Unequal returns : using the Atkinson index to measure financial risk
Fischer, Thomas; Lundtofte, Frederik - In: Journal of banking & finance 116 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012489204
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Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas; Tunaru, Radu - In: Journal of banking & finance 29 (2005) 4, pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
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Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.; D'Ecclesia, Rita L. - In: Journal of banking & finance 30 (2006) 1, pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
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Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, Norio - In: Journal of banking & finance 30 (2006) 2, pp. 365-390
Persistent link: https://www.econbiz.de/10003291268
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The hidden dangers of historial simulation
Pritsker, Matthew - In: Journal of banking & finance 30 (2006) 2, pp. 561-582
Persistent link: https://www.econbiz.de/10003291321
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Simulating fire sales in a system of banks and asset managers
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - In: Journal of banking & finance 138 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013461958