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International and temporal diversifications : the best of both worlds?
Fouquau, Julien; Kharoubi, Cécile; Spieser, Philippe - In: Journal of risk 20 (2017/2018) 4, pp. 27-54
Persistent link: https://www.econbiz.de/10011848923
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How much structure is best? : a comparison of market model, factor model and unstructured equity covariance matrices
Briner, Beat G.; Connor, Gregory - In: Journal of risk 10 (2007/08) 4, pp. 3-30
Persistent link: https://www.econbiz.de/10003761342
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A regime-switching factor model for mean-variance optimization
Costa, Giorgio; Kwon, Roy H. - In: Journal of risk 22 (2019/2020) 4, pp. 31-59
Persistent link: https://www.econbiz.de/10012297507
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A factor-based risk model for multifactor investment strategies
Abergel, Frédéric; Bellone, Benoit; Soupé, François - In: Journal of risk 24 (2022) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10014546343
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What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
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International diversification through iShares and their rivals
Cao, Jie; Fu, Rao; Jin, Yong - In: Journal of risk 19 (2016/2017) 3, pp. 25-55
Persistent link: https://www.econbiz.de/10011689719
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An examination of the tail contribution to distortion risk measures
Santolino, Miguel; Belles-Sampera, James; Sarabia … - In: Journal of risk 23 (2021) 6, pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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Detecting prudence and temperance in risk exposure : the hybrid variance framework
Gao, Jun; Gao, Xiang; Liu, Xiaoli; Wang, Zhan - In: Journal of risk 24 (2022) 5, pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
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Wavelet decompostion and applied portfolio management
Berger, Theo - In: Journal of risk 18 (2015/2016) 4, pp. 53-77
Persistent link: https://www.econbiz.de/10011578387
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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