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Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector : a multi-period economic capital study

Yang, Wei; Tapadar, Pradip - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 134-166

Persistent link: https://www.econbiz.de/10011299147

Risk management in trading and investment portfolios : an optimisation algorithm for maximum risk-budgeting threshold

Janabi, Mazin A. M. al - In: Journal of emerging market finance 11 (2012) 2, pp. 189-229

Persistent link: https://www.econbiz.de/10009752878

On the appraisal of LVaR throughout the close-out period : an investment management outlook from recent global financial crisis

Janabi, Mazin A. M. al - In: International journal of management practice : IJMP 6 (2013) 3, pp. 248-285

Persistent link: https://www.econbiz.de/10009790987

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

multivariate threshold autoregression, managing systemic risk in The Netherlands, mean-variance portfolio methods for energy policy …

Persistent link: https://www.econbiz.de/10010366930

Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects

Janabi, Mazin A. M. al - In: Economic modelling 40 (2014), pp. 369-381

Persistent link: https://www.econbiz.de/10010425591

Advances in financial risk management and economic policy uncertainty : an overview

Hammoudeh, Shawkat; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010410203

Modeling coherent trading risk parameters under illiquid market perspective

Janabi, Mazin A. M. al - In: Studies in economics and finance 28 (2011) 4, pp. 301-320

Persistent link: https://www.econbiz.de/10009388603

Scenario optimization technique for the assessment of downside-risk and investable portfolios in post-financial crisis

Janabi, Mazin A. M. al - In: International journal of financial engineering 2 (2015) 3, pp. 1-28

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Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets

Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 892-906

Persistent link: https://www.econbiz.de/10012653200

Dynamic fractal asset pricing model for financial risk evaluation

Conti, Bruno de; Gisin, Vladimir; Yarygina, Irina - In: Risk assessment and financial regulation in emerging …, (pp. 355-367). 2021

This article is dedicated to the assessment of the dynamic fractional asset pricing model for financial risk evaluation and the use of the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The article identifies...

Persistent link: https://www.econbiz.de/10012591785