Narrow search
Showing 1 - 10 of 20
Cover Image
Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
Cover Image
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf; Rösch, Daniel; Scheule, Harald - In: Journal of risk 18 (2016) 6, pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Cover Image
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D. - In: Journal of risk 19 (2016) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Cover Image
The temporal dimension of risk
Mahmoud, Ola - In: Journal of risk 19 (2016/2017) 3, pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
Cover Image
A numerical approach to the risk capital allocation problem
Gzyl, Henryk; Mayoral, Silvia - In: Journal of risk 23 (2021) 5, pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Cover Image
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Cover Image
A general framework for the identification and categorization of risk : an application to the context of financial markets
Bender, Micha; Panz, Sven - In: Journal of risk 23 (2021) 4, pp. 21-49
Persistent link: https://www.econbiz.de/10012593434
Cover Image
Portfolio risk forecasting
Braun, Valentin; Hackethal, Andreas - In: Journal of risk 16 (2013/2014) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Cover Image
Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak; Ramanathan, T. V.; Naik-Nimbalkar, Uttara - In: Journal of risk 16 (2013/2014) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
Cover Image
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad - In: Journal of risk 18 (2015/2016) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10013262946