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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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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
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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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Liquidity-adjusted Intraday Value at Risk modeling and risk management : an application to data from Deutsche Börse
Dionne, Georges; Pacurar, Maria; Zhou, Xiaozhou - In: Journal of banking & finance 59 (2015), pp. 202-219
Persistent link: https://www.econbiz.de/10011544444
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of banking & finance 52 (2015), pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich; Stoimenov, Pavel; Weiß, Gregor - In: Journal of banking & finance 54 (2015), pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
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Size and value risk in financial firms
Baek, Seungho; Bilson, John F. - In: Journal of banking & finance 55 (2015), pp. 295-326
Persistent link: https://www.econbiz.de/10011379102
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The impact of non-interest income on bank risk in Australia
Williams, Barry - In: Journal of banking & finance 73 (2016), pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
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Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul; Sestier, Michael; Thomas, Stéphane - In: Journal of banking & finance 73 (2016), pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
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The economic value of controlling for large losses in portfolio selection
Dias, Alexandra - In: Journal of banking & finance 72 (2016), pp. 81-91
Persistent link: https://www.econbiz.de/10011637057