Narrow search
Showing 1 - 10 of 113
Cover Image
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos; Peña, Javier F.; Vera, Juan C.; … - In: Journal of risk 11 (2008/09) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10003775648
Cover Image
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Cover Image
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Cover Image
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks : a multivariate nonparametric approach
Gaißer, Sandra Caterina; Memmel, Christoph; Schmidt, Rafael - In: Journal of risk 14 (2011/12) 1, pp. 3-40
Persistent link: https://www.econbiz.de/10011301316
Cover Image
Benefits of wavelet-based carry trade diversification
Orlov, Vitaly; Äijö, Janne - In: Research in international business and finance 34 (2015), pp. 17-32
Persistent link: https://www.econbiz.de/10011325759
Cover Image
On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua; Lai, Yun-Ju - In: Research in international business and finance 33 (2015), pp. 268-286
Persistent link: https://www.econbiz.de/10011325865
Cover Image
The persistence of European mutual fund performance
Vidal-García, Javier - In: Research in international business and finance 28 (2013), pp. 45-67
Persistent link: https://www.econbiz.de/10009725159
Cover Image
Asset allocation with conditional value-at-risk budgets
Boudt, Kris; Carl, Peter; Peterson, Brian G. - In: Journal of risk 15 (2012/13) 3, pp. 39-68
Persistent link: https://www.econbiz.de/10009732840
Cover Image
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Cover Image
Nonnegative risk components
Staum, Jeremy - In: Journal of risk 18 (2015/2016) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011438960