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Alternative measures of the Federal Reserve Banks' cost of equity capital
Barnes, Michelle L.; López, José A. - In: Journal of banking & finance 30 (2006) 6, pp. 1687-1711
Persistent link: https://www.econbiz.de/10003328731
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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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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
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Estimation of rating class transition probabilities with incomplete data
Mählmann, Thomas - In: Journal of banking & finance 30 (2006) 11, pp. 3235-3256
Persistent link: https://www.econbiz.de/10003386447
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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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Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John; Dowd, Kevin - In: Journal of banking & finance 30 (2006) 12, pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
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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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Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - In: Journal of banking & finance 36 (2012) 7, pp. 1896-1910
Persistent link: https://www.econbiz.de/10009629788
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A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.; Cakici, Nusret; Chabi-Yo, Fousseni - In: Journal of banking & finance 57 (2015), pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
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Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario; Kürsten, Wolfgang - In: Journal of banking & finance 58 (2015), pp. 268-280
Persistent link: https://www.econbiz.de/10011544006