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A problem of optimization in a case of foreign investment

Casasús, Trinidad; Pérez, Juan Carlos - In: Financial modelling : with 74 tables : [a selection of …, (pp. 111-124). 2000

Persistent link: https://www.econbiz.de/10001484967

Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach

Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10010526458

Financial disruptions and heightened uncertainty : a case for timely policy action

Nalban, Valeriu; Smadu, Andra - 2020

Persistent link: https://www.econbiz.de/10012231025

Monetary risk measures for stochastic processes via Orlicz duality

Kountzakis, Christos E.; Rossello, Damiano - In: Decisions in economics and finance : a journal of … 45 (2022) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10013380529

Portfolio allocation and international risk sharing

Benigno, Gianluca; Küçük-Tuger, Hande - 2011

Recent contributions have shown that it is possible to account for the so-called consumptionreal exchange anomaly in models with goods market frictions where international asset trade is limited to a riskless bond. In this paper, we consider a more realistic international asset market structure...