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Bank trading risk and systemic risk
Jorion, Philippe - 2005
Persistent link: https://www.econbiz.de/10002555161
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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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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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Governance, risk management, and risk-taking in banks
Stulz, René M. - 2014
Persistent link: https://www.econbiz.de/10010389593
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
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COVAR
Adrian, Tobias; Brunnermeier, Markus Konrad - 2011
Persistent link: https://www.econbiz.de/10009349185
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Tail risk and asset prices
Kelly, Bryan T.; Jiang, Hao - 2013
Persistent link: https://www.econbiz.de/10010187040
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Measuring margin
McDonald, Robert L. - 2013
Persistent link: https://www.econbiz.de/10009713239
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Procyclical leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - 2013
Persistent link: https://www.econbiz.de/10009737670
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Measuring uncertainty
Jurado, Kyle; Ludvigson, Sydney C.; Ng, Serena - 2013
Persistent link: https://www.econbiz.de/10010191606