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Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward; Wang, Ruodu; Zitikis, Ričardas - In: Journal of banking & finance 83 (2017), pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
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Adjusted expected shortfall
Burzoni, Matteo; Munari, Cosimo-Andrea; Wang, Ruodu - In: Journal of banking & finance 134 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
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Model uncertainty and VaR aggregation
Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
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A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.; Giammusso, Davide; Puccetti, … - In: Journal of banking & finance 96 (2018), pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
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Model uncertainty and VaR aggregation
Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764
Persistent link: https://www.econbiz.de/10010132098
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Labor law and innovation revisited
Francis, Bill B.; Kim, Incheol; Wang, Bin; Zhang, Zhengyi - In: Journal of banking & finance 94 (2018), pp. 1-15
Persistent link: https://www.econbiz.de/10011965690