Similar Search Results

Particulars of treatment of extremely asymmetric risk

Stancu, Stelian; Roşca, Ion Gh.; Prelipcean, Gabriela; … - In: Revista română de economie 33 (2011) 2, pp. 5-15

Persistent link: https://www.econbiz.de/10011284041

Taking into account the rate of convergence in CLT under Risk evaluation on financial markets

Kazaryan, Levon; Kantorovich, Gregory - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

This paper examines “fat tails puzzle” in the financial markets. Ignoring the rate of convergence in Central Limit Theorem (CLT) provides the “fat tail” uncertainty. In this paper, we provide a review of the empirical results obtained “fat tails puzzle” using innovative method of...

Persistent link: https://www.econbiz.de/10011877599

On the black swan risk dynamical evaluation

Zuev, Sergei; Kabalyants, Petr - In: International journal of risk assessment and management … 25 (2022) 1/2, pp. 56-66

Persistent link: https://www.econbiz.de/10014227074

Optimisation decision model of enterprise financial risk management combining stochastic demand

Zhao, Dandan; Li, Lin - In: International journal of information technology and … 21 (2022) 2/3, pp. 139-152

Persistent link: https://www.econbiz.de/10014318724

Crypto portfolio optimization through lens of tail risk and variance measures

Tomić, Bojan; Žiković, Saša; Jovanović, Lorena - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 40 (2022) 2, pp. 297-312

Persistent link: https://www.econbiz.de/10013538925