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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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The relationship between risk and expected return in Europe
León Valle, Ángel Manuel; Nave Pineda, Juan M.; … - In: Journal of banking & finance 31 (2007) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
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On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón; Zigrand, Jean-Pierre - In: Journal of banking & finance 30 (2006) 10, pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
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Employee well-being, firm leverage, and bankruptcy risk
Verwijmeren, Patrick; Derwall, Jeroen - In: Journal of banking & finance 34 (2010) 5, pp. 956-964
Persistent link: https://www.econbiz.de/10003971315
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Operational outages and aggregate uncertainty in the federal funds market
Klee, Elizabeth - In: Journal of banking & finance 34 (2010) 10, pp. 2386-2402
Persistent link: https://www.econbiz.de/10008858360
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On the empirics of international smoothing
Asdrubali, Pierfederico; Kim, So-yŏng - In: Journal of banking & finance 32 (2008) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10003707742
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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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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
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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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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389