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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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Individualized hybrid models for conjoint analysis
Green, Paul E. - In: Management science : journal of the Institute for … 42 (1996) 6, pp. 850-867
Persistent link: https://www.econbiz.de/10001205741
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, … - In: Management science : journal of the Institute for … 67 (2021) 9, pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
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An axiomatic approach to systemic risk
Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
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Measuring the efficiency of category-level sales response to promotions
Trivedi, Minakshi; Gauri, Dinesh Kumar; Ma, Yu - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3473-3488
Persistent link: https://www.econbiz.de/10011760515
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An axiomatic foundation for the expected shortfall
Wang, Ruodu; Zitikis, Ričardas - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
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Assessing fair lending risks using race/ethnicity proxies
Zhang, Yan - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 178-197
Persistent link: https://www.econbiz.de/10011819246
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Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
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Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.; López, José A.; Mussche, Paul L. - In: Management science : journal of the Institute for … 68 (2022) 11, pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
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Monitoring value-at-risk and expected shortfall forecasts
Hoga, Yannick; Demetrescu, Matei - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2954-2971
Persistent link: https://www.econbiz.de/10014305469