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A general framework for constructing bank risk data sets
Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.; Simonian, Joseph; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
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From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de; Fabozzi, Frank J. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
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Dealing with low-probability shocks : the role of selected heuristics in farmers’ risk management decisions
Duden, Christoph; Mußhoff, Oliver; Offermann, Frank - In: Agricultural economics : the journal of the … 54 (2023) 3, pp. 382-399
Persistent link: https://www.econbiz.de/10014288415
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Portfolio volatility spillover
Konstantinov, Gueorgui; Fabozzi, Frank J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-39
Persistent link: https://www.econbiz.de/10013371157
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Be happy, be loyal? : exploring drivers for renewal of mobile-delivered index insurance
Kirchner, Ella; Mußhoff, Oliver - In: The journal of development studies 60 (2024) 6, pp. 831-847
Persistent link: https://www.econbiz.de/10014548340
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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Effectiveness of developed and emerging market FX options in active currency risk management
Vohra, Suprita; Fabozzi, Frank J. - In: Journal of international money and finance 96 (2019), pp. 130-146
Persistent link: https://www.econbiz.de/10012139636
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Financial statements based bank risk aggregation
Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694
Persistent link: https://www.econbiz.de/10011979270
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Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum; Li, Johnny Siu-Hang; Zhou, Kenneth Q.; … - In: The Geneva papers on risk and insurance - issues and … 41 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011657562