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Special issue: Risk sharing in defined contributions pension schemes
Cox, Paul (contributor) - 2011
Persistent link: https://www.econbiz.de/10008935674
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The price of pension risks
Lecq, Fieke van der; Wurff, Adri W. I. M. van der - In: Journal of risk 13 (2010/11) 3, pp. 83-92
Persistent link: https://www.econbiz.de/10008935687
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Measuring risk for large hedgers and large speculators' risk in major US futures markets
Gurrib, Ikhlaas - In: Journal of risk 12 (2009/10) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003924077
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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
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High-conviction equity portfolio optimization
Crezée, Dominiek P.; Swinkels, Laurens A. P. - In: Journal of risk 13 (2010/11) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10008807867
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Efficient execution in the secondary mortgage market : a stochastic optimization model using CVaR constraints
Wang, Chung-Jui; Uryasev, Stan - In: Journal of risk 10 (2007/08) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
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Incorporating forward-looking market data into linear multifactor fundamental models
Miranyan, Luiza - In: Journal of risk 14 (2011/12) 4, pp. 3-34
Persistent link: https://www.econbiz.de/10009571599
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Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
Yu, Jung-suk - In: Journal of risk 15 (2012/13) 4, pp. 3-33
Persistent link: https://www.econbiz.de/10009771008
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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
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The relationship between credit default swap spreads and equity prices
Marzano, Michele; Dunn, Gary; Constantinou, Nick - In: Journal of risk 17 (2014/15) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10010476254