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The choice of the distribution of asset returns : how extreme value theory can help?
Longin, François M. - In: Journal of banking & finance 29 (2005) 4, pp. 1017-1035
Persistent link: https://www.econbiz.de/10002601166
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A guide to choosing absolute bank capital requirements
Carey, Mark S. - In: Journal of banking & finance 26 (2002) 5, pp. 929-951
Persistent link: https://www.econbiz.de/10001665093
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - In: Journal of banking & finance 32 (2008) 9, pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
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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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Immunization using a stochastic-process independent multi-factor model: The Portuguese experience
Bravo, Jorge Miguel Ventura; Silva, Carlos Manuel Pereira da - In: Journal of banking & finance 30 (2006) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10003285597
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Two-sided coherent risk measures and their application in realistic portfolio optimization
Chen, Zhiping; Wang, Yi - In: Journal of banking & finance 32 (2008) 12, pp. 2667-2673
Persistent link: https://www.econbiz.de/10003796150
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Risk factor contributions in portfolio credit risk models
Rosen, Dan; Saunders, David M. - In: Journal of banking & finance 34 (2010) 2, pp. 336-349
Persistent link: https://www.econbiz.de/10003935602
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Active portfolio management with benchmarking : a frontier based on alpha
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of banking & finance 34 (2010) 9, pp. 2185-2197
Persistent link: https://www.econbiz.de/10008737950
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Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 12, pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
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Portfolio selection with a drawdown constraint
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of banking & finance 30 (2006) 11, pp. 3171-3189
Persistent link: https://www.econbiz.de/10003386441