Narrow search
Showing 1 - 10 of 68
Cover Image
Optimal insurance contract under VaR and CVaR constraints
Wang, Ching-Ping; Huang, Hung-Hsi - In: The North American journal of economics and finance : a … 37 (2016), pp. 110-127
Persistent link: https://www.econbiz.de/10011672902
Cover Image
Stress testing correlation matrices for risk management
So, Mike Ka-pui; Wong, Jerry; Asai, Manabu - In: The North American journal of economics and finance : a … 26 (2013), pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Cover Image
Optimal insurance under moral hazard in loss reduction
Lee, Hangsuck; Lee, Minha; Hong, Jimin - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013449101
Cover Image
Inadequacy of nation-based and VaR-based safety nets in the European Union
Kane, Edward J. - In: The North American journal of economics and finance : a … 17 (2006) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10003395918
Cover Image
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Cover Image
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Cover Image
High quantiles estimation with Quasi-PORT and DPOT : an application to value-at-risk for financial variables
Santos, Paulo Araújo; Alves, Isabel Fraga; Hammoudeh, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 487-496
Persistent link: https://www.econbiz.de/10010367568
Cover Image
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Cover Image
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus; Krause, Jochen; Paolella, Marc S.; … - In: The North American journal of economics and finance : a … 26 (2013), pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Cover Image
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449