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Risk parity : rewards, risks, and research opportunities

Thiagarajan, S. Ramu; Schachter, Barry - In: The journal of investing 20 (2011) 1, pp. 79-89

Persistent link: https://www.econbiz.de/10009312576

Robust risk estimation and hedging : a reverse stress testing approach

Kopeliovich, Yaacov; Novosyolov, Arcady; Satchkov, Daniel; … - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 10-25

Persistent link: https://www.econbiz.de/10011399737

Improving value-at-risk estimates by combining kernel estimation

Butler, J.S.; Schachter, Barry - Federal Reserve Bank of Chicago - 1996

Persistent link: https://www.econbiz.de/10010724557

Time-varying return and risk in the corporate bond market

Chang, Eric Chieh - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 323-340

Persistent link: https://www.econbiz.de/10001096422

The Tradeoff between Risk Sharing and Information Production in Financial Markets : Evidence from Stock Splits

Chang, Eric C. - 2015

We show that three proxies for stock price informativeness, adjusted probability of information based trading (AdjPIN), price non-synchronicity and probability of information-based trading (PIN), decrease significantly due to an enlarged investor base after stock splits. The results are...

Persistent link: https://www.econbiz.de/10013015351

Risk shifting in international licensing agreements : a note

Ravichandran, R. - In: Journal of international financial management and accounting 2 (1990) 2, pp. 181-195

Persistent link: https://www.econbiz.de/10001110632