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A quantum derivation of a reputational risk premium

Piñeiro Chousa, Juan Ramón; Vizcaíno-González, Marcos - In: International review of financial analysis 47 (2016), pp. 304-309

Persistent link: https://www.econbiz.de/10011624199

Option-implied information : what’s the vol surface got to do with it?

Ulrich, Maxim; Walther, Simon - In: Review of derivatives research 23 (2020) 3, pp. 323-355

Persistent link: https://www.econbiz.de/10012303253

Market risk calculation for private equity fund-of-funds

Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360

Persistent link: https://www.econbiz.de/10011980279

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

Information-theoretic approach to quantifying currency risk

Fiedor, Pawel; Holda, Artur - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 93-109

Persistent link: https://www.econbiz.de/10011537513

A global economic policy uncertainty index from principal component analysis

Dai, Peng-Fei; Xiong, Xiong; Zhou, Wei-Xing - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819228

Baryonic Beta Dynamics : An Econophysical Model of Systematic Risk

Chen, James Ming - 2018

This essay seeks to rehabilitate the capital asset pricing model by splitting beta, the basic unit of systematic risk, into subatomic (or “baryonic”) components. By analogy to quantum chromodynamics and other aspects of the Standard Model of particle physics, this essay bifurcates beta on...

Persistent link: https://www.econbiz.de/10012932305

Baryonic beta dynamics : an econophysical model of systematic risk

Chen, Jim - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 263-276

Persistent link: https://www.econbiz.de/10011972736

Uncertainty in UK manufacturing : evidence from qualitative survey data

Mitchell, James; Muratidēs, Kōstas; Weale, Martin - In: Economics letters 94 (2007) 2, pp. 245-252

Persistent link: https://www.econbiz.de/10003417289

Best practicse und Entwicklungswege bei der Aggregation von Risiken

Offerhaus, Jan; Hempel, Mario - In: Risikoaggregation in der Praxis : Beispiele und …, (pp. 215-229). 2008

Persistent link: https://www.econbiz.de/10003620065

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