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Russian-doll risk models

Kakushadze, Zura - In: The journal of asset management 16 (2015) 3, pp. 170-185

Persistent link: https://www.econbiz.de/10011413287

Statistical risk models

Kakushadze, Zura; Yu, Willie - In: The journal of investment strategies 6 (2017) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011668127

Custom v. standardized risk models

Kakushadze, Zura; Liew, Jim Kyung-Soo - In: Risks : open access journal 3 (2015) 2, pp. 112-138

We discuss when and why custom multi-factor risk models are warranted and give source code for computing some risk … factors. Pension/mutual funds do not require customization but standardization. However, using standardized risk models in … quant trading with much shorter holding horizons is suboptimal: (1) longer horizon risk factors (value, growth, etc …

Persistent link: https://www.econbiz.de/10011299524

Machine learning risk models

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64

Persistent link: https://www.econbiz.de/10012237599

Supply chain risk assessment approach for process quality risks

Ghadge, Abhijeet; Fang, Xie; Dani, Samir; Antony, Jiju - In: International journal of quality & reliability management 34 (2017) 7, pp. 940-954

Persistent link: https://www.econbiz.de/10011778941

Bayesian network modelling for supply chain risk propagation

Ojha, Ritesh; Ghadge, Abhijeet; Tiwari, Manoj Kumar; … - In: International journal of production research 56 (2018) 17, pp. 5795-5819

Persistent link: https://www.econbiz.de/10011946198

Dead alphas as risk factors

Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 2, pp. 110-115

Persistent link: https://www.econbiz.de/10011847702

Impact of financial risk on supply chains : a manufacturer-supplier relational perspective

Ghadge, Abhijeet; Jena, Sarat Kumar; Kamble, Sachin; … - In: International journal of production research 59 (2021) 23, pp. 7090-7105

Persistent link: https://www.econbiz.de/10012697470

Modelling the impact of climate change risk on supply chain performance

Kara, Merve Er; Ghadge, Abhijeet; Bititci, Umit S. - In: International journal of production research 59 (2021) 24, pp. 7317-7335

Persistent link: https://www.econbiz.de/10012697518

Custom v. Standardized Risk Models

Kakushadze, Zura - 2015

We discuss when and why custom multi-factor risk models are warranted and give source code for computing some risk … factors. Pension/mutual funds do not require customization but standardization. However, using standardized risk models in … quant trading with much shorter holding horizons is suboptimal: 1) longer horizon risk factors (value, growth, etc …

Persistent link: https://www.econbiz.de/10013032557