Narrow search
Showing 1 - 10 of 74
Cover Image
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
Cover Image
Extreme risk and value-at-risk in the German stock market
Tolikas, Konstantinos; Koulakiotis, Athanasios; Brown, … - In: The European journal of finance 13 (2007) 3/4, pp. 373-395
Persistent link: https://www.econbiz.de/10003550400
Cover Image
Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
Cover Image
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The European journal of finance 24 (2018) 4/6, pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Cover Image
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan; Nasekin, Sergey - In: The European journal of finance 26 (2020) 18, pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Cover Image
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun; Shin, Dong-wan - In: The European journal of finance 25 (2019) 18, pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Cover Image
Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
Cover Image
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.; Makov, U. - In: The European journal of finance 17 (2011) 3/4, pp. 307-320
Persistent link: https://www.econbiz.de/10009155400
Cover Image
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: The European journal of finance 28 (2022) 9, pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Cover Image
The industry effect and the decision to integrate vertically in a crisis context
Grau, Alfredo; Reig, Araceli - In: The European journal of finance 25 (2019) 16, pp. 1591-1605
Persistent link: https://www.econbiz.de/10012207127