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The shifting dependence dynamics between the G7 stock markets
BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong - In: Quantitative finance 18 (2018) 5, pp. 801-812
Persistent link: https://www.econbiz.de/10011907944
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Quantification of risk in classical models of finance
Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
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A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng; Wang, Lei - In: Quantitative finance 21 (2021) 3, pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
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Constant proportion portfolio insurance strategies in contagious markets
Buccioli, Alice; Kokholm, Thomas - In: Quantitative finance 18 (2018) 2, pp. 311-331
Persistent link: https://www.econbiz.de/10011906349
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172