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Modeling exposure to losses on automobile leases
Smith, L. Douglas; Jin, Baiqiang - In: Review of quantitative finance and accounting 29 (2007) 3, pp. 241-266
Persistent link: https://www.econbiz.de/10003600252
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Who hedges more when leverage is endogenous? : A testable theory of corporate risk management under general distributional conditions
Hahnenstein, Lutz; Röder, Klaus - In: Review of quantitative finance and accounting 28 (2007) 4, pp. 353-391
Persistent link: https://www.econbiz.de/10003492864
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Underwriting and investment risks in the property-liability insurance industry : evidence prior to the 9-11 event
Zou, Hong; Wen, Min Ming; Yang, Charles Chuanhou; Wang, … - In: Review of quantitative finance and accounting 38 (2012) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10009507978
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On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
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Bank executive compensation structure, risk taking and the financial crisis
Guo, Lin; Jalal, Abu; Khaksari, Shahriar - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 609-639
Persistent link: https://www.econbiz.de/10011532058
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A framework for assessing comprehensive income risk exposure over varying time horizons
Cataldo, James M. - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 819-844
Persistent link: https://www.econbiz.de/10011532218
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009272505
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Using an alternative estimation method to perform comprehensive empirical tests : an application to interest rate risk-management
Pagano, Michael S. - In: Review of quantitative finance and accounting 23 (2004) 4, pp. 377-406
Persistent link: https://www.econbiz.de/10002534938