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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao; Escanciano, Juan Carlos - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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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
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Operational risk management : optimal inspection policy
Kim, Youngsoo; Xu, Yuqian - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4087-4104
Persistent link: https://www.econbiz.de/10014552528
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The impact of workload on operational risk : evidence from a commercial bank
Xu, Yuqian; Tan, Tom Fangyun; Netessine, Serguei - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 2668-2693
Persistent link: https://www.econbiz.de/10013368294
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Momentum and organizational risk taking : evidence from the National Football League
Lehman, David W.; Hahn, Jungpil - In: Management science : journal of the Institute for … 59 (2013) 4, pp. 852-868
Persistent link: https://www.econbiz.de/10009741289
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Employment horizon and the choice of performance measures : empirical evidence from annual bonus plans of loss-making entities
Matějka, Michal; Merchant, Kenneth A.; Van der Stede, … - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 890-905
Persistent link: https://www.econbiz.de/10003865897
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Product recalls in the medical device industry : an empirical exploration of the sources and financial consequences
Thirumalai, Sriram; Sinha, Kingshuk K. - In: Management science : journal of the Institute for … 57 (2011) 2, pp. 376-392
Persistent link: https://www.econbiz.de/10008901435
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Loss aversion under prospect theory : a parameter-free measurement
Abdellaoui, Mohammed; Bleiodt, Han; Paraschiv, Corina - In: Management science : journal of the Institute for … 53 (2007) 10, pp. 1659-1674
Persistent link: https://www.econbiz.de/10003563122