Narrow search
Showing 1 - 10 of 19,876
Cover Image
Statistical analysis of risk surrogates for Hong Kong Hang Seng Index constituent stocks
Chan, Daniel P. - In: Asian economies (1991), pp. 77-93
Persistent link: https://www.econbiz.de/10001106220
Cover Image
Stability analysis of risk index beta for Hong Kong Hang Seng index constituent stocks
Chan, Daniel P. - In: Asian economies (1991), pp. 55-77
Persistent link: https://www.econbiz.de/10001117816
Cover Image
Correlated idiosyncratic volatility shocks
Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Cover Image
How to incorporate estimation risk into Markowitz optimization
Kempf, Alexander; Kreuzberg, Klaus; Memmel, Christoph - In: Operations research proceedings 2001 : selected papers …, (pp. 175-182). 2002
Persistent link: https://www.econbiz.de/10001677508
Cover Image
A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Lin, Ping; Shi, Peng; Huang, Guang-Dong - In: Internet and network economics : first international …, (pp. 481-490). 2005
Persistent link: https://www.econbiz.de/10003276785
Cover Image
Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James; Yau, Ruey - In: International review of economics & finance : IREF 25 (2013), pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
Cover Image
The likelihood of various stock market return distributions
Markowitz, Harry - In: Journal of risk and uncertainty : JRU (1996), pp. 207-219
Persistent link: https://www.econbiz.de/10001212811
Cover Image
Das Management von Aktienkursrisiken mit Derivaten
Zimmermann, Heinz - In: Risikosteuerung von Derivaten, (pp. 5-85). 1996
Persistent link: https://www.econbiz.de/10001318384
Cover Image
Der Einfluß von derivativen Wertpapieren auf das systematische Risiko von Aktien : eine empirische Analyse
Herrmann, Ralf - In: Kredit und Kapital 32 (1999) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10001367673
Cover Image
Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
Persistent link: https://www.econbiz.de/10012800645