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A sharper ratio : a general measure for correctly ranking non-normal investment risks
Smetters, Kent A.; Zhang, Xingtan - 2013
Persistent link: https://www.econbiz.de/10010200201
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Bank trading risk and systemic risk
Jorion, Philippe - 2005
Persistent link: https://www.econbiz.de/10002555161
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Governance, risk management, and risk-taking in banks
Stulz, René M. - 2014
Persistent link: https://www.econbiz.de/10010389593
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Optimal asset allocation in asset liability management
Binsbergen, Jules H. van; Brandt, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003435789
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Large portfolio losses
Dembo, Amir; Deuschel, Jean-Dominique; Duffie, Darrell - 2002
Persistent link: https://www.econbiz.de/10001699426
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002569521
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How relevant is volatility forecasting for financial risk management?
Christoffersen, Peter F.; Diebold, Francis X. - 1998
Persistent link: https://www.econbiz.de/10001350963
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135
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Portfolio choices, firm shocks and uninsurable wage risk
Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016
Persistent link: https://www.econbiz.de/10011581155
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Agency conflicts, asset substitution, and securitization
Gan, Yingjin Hila; Mayer, Christopher J. - 2006
Persistent link: https://www.econbiz.de/10003355308