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Heavy tails and currency crises
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - In: Journal of empirical finance 17 (2010) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10009271852
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Predicting exchange rate cycles utilizing risk factors
Ahmed, Jameel; Straetmans, Stefan - In: Journal of empirical finance 34 (2015), pp. 112-130
Persistent link: https://www.econbiz.de/10011557076
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Portfolio selection with heavy tails
Hyung, Namwon; Vries, Casper G. de - In: Journal of empirical finance 14 (2007) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10003609845
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Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - In: Journal of empirical finance 7 (2000) 3/4, pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
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Portfolio selection with heavy tails
Hyung, Namwon; de Vries, Casper G. - In: Journal of empirical finance 14 (2007) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10007732156
Cover Image
Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees G.; de Vries, Casper G. - In: Journal of empirical finance 7 (2000) 3, pp. 247-270
Persistent link: https://www.econbiz.de/10007241091