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Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis
Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241
Persistent link: https://www.econbiz.de/10010519956
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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Cross-country linkages as determinants of procyclicality of loan loss provisions
Olszak, Małgorzata; Pipień, Mateusz - In: The European journal of finance 22 (2016) 10/12, pp. 965-984
Persistent link: https://www.econbiz.de/10011715284
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Backtesting lambda value at risk
Corbetta, Jacopo; Peri, Ilaria - In: The European journal of finance 24 (2018) 13, pp. 1075-1087
Persistent link: https://www.econbiz.de/10012258870
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Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias; Freeman, Mark; Vivian, Andrew - In: The European journal of finance 29 (2023) 15, pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
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Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The European journal of finance 28 (2022) 9, pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
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From Markowitz to modern risk management
Alexander, Gordon J. - In: The European journal of finance 15 (2009) 5/6, pp. 451-461
Persistent link: https://www.econbiz.de/10003886390
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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
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Rational losses and operational risk in banking
Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: The European journal of finance 20 (2014) 1/3, pp. 105-124
Persistent link: https://www.econbiz.de/10010462191
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Transparency, idiosyncratic risk, and convertible bonds
Lin, Yi-Mien; Chao, Chin-Fang; Liu, Chih-Liang - In: The European journal of finance 20 (2014) 1/3, pp. 80-103
Persistent link: https://www.econbiz.de/10010462197