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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Bali, Turan G."
~person:"Georgarakos, Dimitris"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
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Bali, Turan G.
Georgarakos, Dimitris
Scaillet, Olivier
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Rhee, S. Ghon
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Journal of empirical finance
Journal of financial economics
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Research paper series / Swiss Finance Institute
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FAME research paper series
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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