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Value-at risk analysis of stock returns historical simulation, variance techniques or tail index estimation?
Goorbergh, Rob Willem Jean van den; Vlaar, Peter J. G. - 1999
Persistent link: https://www.econbiz.de/10001395753
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Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin
Li, Bangling; Ma, Shixia - In: Journal of mathematical finance 6 (2016) 2, pp. 260-268
Persistent link: https://www.econbiz.de/10011543937
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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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On a bivariate risk process with a dividend barrier strategy
Liu, Luyin; Cheung, Eric C. K. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10011299206
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen; Sendova, Kristina P.; Li, Zhong - In: Insurance / Mathematics & economics 90 (2020), pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
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On dividends in the phase-type dual risk model
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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Portfolio selection : should be a wise decision!
Dsouza, Suzan; Dey, Prithviraj - In: Indian journal of economics & business : IJEB 16 (2017) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10011873805
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Shareholder risk measures
Coculescu, Delia; Rochet, Jean-Charles - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10011969146