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Asymmetric dependence patterns in financial time series
Ammann, Manuel; Süss, Stephan - In: The European journal of finance 15 (2009) 7/8, pp. 703-719
Persistent link: https://www.econbiz.de/10003924429
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Score-driven copula models for portfolios of two risky assets
Ayala, Astrid; Blazsek, Szabolcs - In: The European journal of finance 24 (2018) 18, pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
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Portfolio management using time-varying vine copula : an application on the G7 equity market indices
Nguyen, Phong Minh; Liu, Wei-Han - In: The European journal of finance 29 (2023) 11, pp. 1303-1329
Persistent link: https://www.econbiz.de/10014323006
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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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A new multi-factor risk model to evaluate funding liquidity risk of banks
Fall, Malick; Viviani, Jean-Laurent - In: The European journal of finance 22 (2016) 10/12, pp. 985-1003
Persistent link: https://www.econbiz.de/10011715289
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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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Binary interest rate sensitivities of emerging market corporate bonds
Gubareva, Mariya; Borges, Maria Rosa - In: The European journal of finance 24 (2018) 17, pp. 1569-1586
Persistent link: https://www.econbiz.de/10012259084
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Modeling severity risk under PD-LGD correlation
Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695