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Caporale, Guglielmo Maria
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53
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Edward Elgar Publishing
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ECONIS (ZBW)
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1
Tail
risk
and robust portfolio decisions
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
Saved in:
2
Robust
risk
estimation and hedging : a reverse stress testing approach
Kopeliovich, Yaacov
;
Novosyolov, Arcady
;
Satchkov, Daniel
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011399737
Saved in:
3
Tail
Risk
and Robust Portfolio Decisions
Jin, Xing
-
2020
Return jumps on equities exhibit slowly-decaying tail behavior admitting severe downside
risk
; moreover, heavy …
risk
. We find that, without jump ambiguity, a CRRA investor suffers negligible wealth losses from underestimating tail
risk
…
Persistent link: https://www.econbiz.de/10012855002
Saved in:
4
Risk
parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
Saved in:
5
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
6
Bayesian learning in financial markets : price adjustments, fundamentals, and
risk
Müller, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
Saved in:
7
Das Inflation Targeting unter dem Aspekt der Inflationsunsicherheit
Boerner, Sebastian
-
2009
-
Erstauflage
Persistent link: https://www.econbiz.de/10003901875
Saved in:
8
Does
risk
matter? : a semi-parametric model for educational choices in the presence of uncertainty
Mazza, Jacopo
-
2012
Persistent link: https://www.econbiz.de/10009659193
Saved in:
9
Exploring the determinants of uncertainty in contingent valuation surveys
Mahieu, Pierre-Alexandre
;
Riera, Pere
;
Kriström, Bengt
; …
- In:
Journal of environmental economics and policy
3
(
2014
)
2
,
pp. 186-200
Persistent link: https://www.econbiz.de/10010360057
Saved in:
10
Characterizing very high uncertainty episodes
Bijsterbosch, Martin
;
Guérin, Pierre
- In:
Economics letters
121
(
2013
)
2
,
pp. 239-243
Persistent link: https://www.econbiz.de/10010346315
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