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Systematic tail risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - 2016
Persistent link: https://www.econbiz.de/10011581609
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Extreme downside risk and financial crises
Harris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402719
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Tail risk interdependence
Polanski, Arnold; Stoja, Evarist; Chiu, Ching Wai Jeremy - 2019
Persistent link: https://www.econbiz.de/10012202260
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - 2017
Persistent link: https://www.econbiz.de/10011669462
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - 2016
Persistent link: https://www.econbiz.de/10011480647