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Momentum crashes and variations to market liquidity

Butt, Hilal Anwar; Virk, Nader Shahzad - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1899-1911

Persistent link: https://www.econbiz.de/10013184407

Dynamic signal selection strategies

Madan, Dilip B.; Sharaiha, Yazid M.; Sundsøy, Pål - In: The journal of investment strategies 11 (2022) 4, pp. 31-50

Persistent link: https://www.econbiz.de/10014335858

On write-down/write-up loss absorbing instruments

Jaworski, Piotr; Liberadzki, Kamil; Liberadzki, Marcin - In: European research studies 24 (2021) 1, pp. 1204-1219

Persistent link: https://www.econbiz.de/10012512660

An alternative Z-score measure for downside bank insolvency risk

Lepetit, Lætitia; Strobel, Frank; Tran Thu Ha - In: Applied economics letters 28 (2021) 2, pp. 137-142

Persistent link: https://www.econbiz.de/10012415101

Multidimensional dynamic risk measure via conditional g-expectation

Xu, Yuhong - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 638-673

Persistent link: https://www.econbiz.de/10011583787

Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

Duarte, Thiago B.; Valladão, Davi M.; Veiga, Alvaro - In: Insurance / Mathematics & economics 77 (2017), pp. 177-188

Persistent link: https://www.econbiz.de/10011783945

Insolvency risk and value maximization : a convergence between financial management and risk management

Gennaro, Alessandro - In: Risks : open access journal 9 (2021) 6, pp. 1-36

This conceptual paper focuses on the relationship between insolvency, capital structure, and value creation. The aim is twofold: to define risk-based capital measures able to absorb the effects of financial distress and avoid corporate default; and to verify conditions and limits of use of these...

Persistent link: https://www.econbiz.de/10012597149