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Boudt, Kris
2
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Journal of risk
The journal of asset management
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ECONIS (ZBW)
37
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality
Zoghlami, Faten
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 255-266
Persistent link: https://www.econbiz.de/10010237896
Saved in:
5
The state-dependent time variation in the value premium
Sharaiha, Yazid M.
;
Johansson, Kristoffer Kittilsen
- In:
The journal of asset management
15
(
2014
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10010384768
Saved in:
6
No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter
;
Pettit, R. Richardson
- In:
The journal of asset management
15
(
2014
)
1
,
pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
Saved in:
7
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
Saved in:
8
Jensen alpha and market climate
Breloer, Bernhard
;
Hühn, Hannah Lea
;
Scholz, Hendrik
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 195-214
Persistent link: https://www.econbiz.de/10011485148
Saved in:
9
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
10
Modeling manager confidence in forecasted excess returns under active portfolio management
Birge, John R.
;
Chávez-Bedoya, Luis
- In:
The journal of asset management
15
(
2014
)
6
,
pp. 353-365
Persistent link: https://www.econbiz.de/10010476259
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