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Performance measures adjusted for the risk situation (PARS)
Peters, Christoph; Seydel, Roland C. - In: Journal of risk 23 (2021) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10012630866
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Balance-sheet interest rate risk : a weighted Lp approach
Gajek, Lesław; Krajewska, Elzbieta - In: Journal of risk 21 (2018/2019) 1, pp. 91-104
Persistent link: https://www.econbiz.de/10011980294
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Stochastic programming and stable distributions in asset-liability management
Grebeck, Michael J.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of risk 12 (2009/10) 2, pp. 29-47
Persistent link: https://www.econbiz.de/10003924073
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Bank leverage and capital bias adjustment through the macroeconomic cycle
Yeh, Andy Jia-Yuh - In: Journal of risk 23 (2020/2021) 1, pp. 33-99
Persistent link: https://www.econbiz.de/10012500106
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The management of refinancing risk in Islamic banks
Baldwin, Kenneth - In: Journal of risk 17 (2014/2015) 6, pp. 1-20
Persistent link: https://www.econbiz.de/10011438917
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A general framework for constructing bank risk data sets
Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta; Yamashita, Satoshi - In: Journal of risk 21 (2018/2019) 4, pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
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Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh; Yuan, Jing; Xu, Jing - In: Journal of risk 21 (2018/2019) 4, pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
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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
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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