Narrow search
Showing 1 - 10 of 12,206
Cover Image
Red-blooded risk : the secret history of Wall Street
Brown, Aaron - 2012
Persistent link: https://www.econbiz.de/10009427753
Cover Image
How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
Cover Image
The risk of funds of hedge funds : an empirical analysis of the maximum drawdown
Heidorn, Thomas; Kaiser, Dieter G.; Roder, Christoph - In: The journal of wealth management 12 (2009/10) 2, pp. 89-100
Persistent link: https://www.econbiz.de/10003883216
Cover Image
Trade policy and risk diversification
Pfeffer, Barbara (contributor) - 2006
The paper analyses the influence of trade policies on the investment decisions of a representative individual. In particular, the increased uncertainty of future income is considered in the investment behaviour of individuals. The optimal portfolio-decision of a representative working individual...
Persistent link: https://www.econbiz.de/10003386892
Cover Image
Board risk oversight, hedging intensity, and the idiosyncratic risk of US banks
Fogel, Kathy; Shao, Yingying; Yeager, Timothy J. - In: Risk management and corporate governance, (pp. 117-130). 2012
Persistent link: https://www.econbiz.de/10009505370
Cover Image
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Cover Image
The effects of drawdown risk reduction on the US hedge funds
Tavakoli Baghdadabad, Mohammad Reza - In: Journal of derivatives & hedge funds 19 (2013) 1, pp. 50-73
Persistent link: https://www.econbiz.de/10009782529
Cover Image
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Cover Image
Uninsurable investment risks
Meh, Césaire Assah; Quadrini, Vincenzo - 2004
Persistent link: https://www.econbiz.de/10002185890
Cover Image
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10002372839