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Factor analysis with large panels volatility proxies

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Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques

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A longevity basis risk analysis in a joint FDM framework

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A fundamental misunderstanding of risk : the bias associated with the annualized calculation of standard deviation

Burkett, Matthew W.; Scherer, William T. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7

Quantifiable, measurable risk is of critical importance when making data-driven decisions in finance and investment management, but what if the generally accepted practice of the investment industry for calculating risk possessed incorrect mathematical assumptions and embedded biases? This piece...

Persistent link: https://www.econbiz.de/10013179703