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Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan; Zu, Shushang; Fabozzi, Frank J.; … - In: European journal of operational research : EJOR 203 (2010) 1, pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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Stochastic models for risk estimation in volatile markets : a survey
Stoyanov, Stoyan V.; Racheva-Iotova, Borjana; Račev, … - 2010
Persistent link: https://www.econbiz.de/10003964894
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Four types of ignorance
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113
Persistent link: https://www.econbiz.de/10011326677
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Risk pricing over alternative investment horizons
Hansen, Lars Peter - 2013
Persistent link: https://www.econbiz.de/10009696022
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The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar; Fabozzi, Frank J.; … - In: International review of financial analysis 29 (2013), pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
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Uncertainty outside and inside economic models
Hansen, Lars Peter - 2014
Persistent link: https://www.econbiz.de/10010412425
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Consumption strikes back? : measuring long-run risk
Hansen, Lars Peter; Heaton, John; Li, Nan - In: Journal of political economy 116 (2008) 2, pp. 260-302
Persistent link: https://www.econbiz.de/10003721384
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Long term risk : an operator approach
Hansen, Lars Peter; Scheinkman, José Alexandre - 2006
Persistent link: https://www.econbiz.de/10003389671
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Consumption strikes back? : Measuring long-run risk
Hansen, Lars Peter; Heaton, John; Li, Nan - 2005
Persistent link: https://www.econbiz.de/10003020678
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Intangible risk
Hansen, Lars Peter; Heaton, John; Li, Nan - In: Measuring capital in the new economy, (pp. 111-149). 2005
Persistent link: https://www.econbiz.de/10003080879