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Systemrisiken auf Finanzmärkten : unter besonderer Berücksichtigung der Märkte für Derivate

Varnholt, Burkhard - 1995

Persistent link: https://www.econbiz.de/10013417894

Shortfall-Risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen

Kaduff, Jochen Volker - 1996

Persistent link: https://www.econbiz.de/10013418025

Mathematische Grundlagen des modernen Portfolio-Managements

Auckenthaler, Christoph - 1995 - 2., überarb. und erg. Aufl.

Persistent link: https://www.econbiz.de/10013417816

Estimating risk-return relations with analysts price targets

Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197

Persistent link: https://www.econbiz.de/10011964650

Limits of arbitrage and primary risk-taking in derivative securities

Tian, Meng; Wu, Liuren - In: Review of asset pricing studies : RAPS 13 (2023) 3, pp. 405-439

Persistent link: https://www.econbiz.de/10014331536

Targets, predictability, and performance

Peñaranda, Francisco; Wu, Liuren - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1537-1555

Persistent link: https://www.econbiz.de/10012887642

Cross-sectional variation of option-implied volatility skew

Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580

Persistent link: https://www.econbiz.de/10014551903

The dispersion effect in international stock returns

Leippold, Markus; Lohre, Harald - In: Journal of empirical finance 29 (2014), pp. 331-342

Persistent link: https://www.econbiz.de/10011300459

Option-implied intrahorizon value at risk

Leippold, Markus; Vasiljević, Nikola - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 397-414

Persistent link: https://www.econbiz.de/10012156632

Bounding the Impact of Hazard Interdependence on Climate Risk

Hain, Linda Isabella; Kölbel, Julian; Leippold, Markus - 2023

The severity of extreme weather events is increasing due to climate change, giving rise to physical climate risk. However, physical climate risk is not only driven by the severity of individual hazards, but also by the interdependence of those hazards. This paper establishes bounds for the...

Persistent link: https://www.econbiz.de/10014355193