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Exploring longitudinal risk-return relationships
Andersen, Torben Juul
;
Bettis, Richard A.
- In:
Strategic management journal
36
(
2015
)
8
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10011398904
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2
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Liu, Jingchen
;
Woo, Jae-kyung
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010366217
Saved in:
3
Mean-reversion risk and the random walk hypothesis
Jones, C. Kenneth
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 493-516
Persistent link: https://www.econbiz.de/10014431296
Saved in:
4
Ruin probability in the dual risk model with two revenue streams
Frostig, Esther
- In:
Operations research letters
46
(
2018
)
2
,
pp. 211-214
Persistent link: https://www.econbiz.de/10011824886
Saved in:
5
Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila
;
Burridge, Peter
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
Saved in:
6
Do natural disasters increase financial risks? : an empirical analysis
Chang, Chun Ping
;
Zhang, Wan-Li
- In:
Bulletin of monetary economics and banking
23
(
2020
),
pp. 61-86
Persistent link: https://www.econbiz.de/10012423145
Saved in:
7
Past returns and the perceived Sharpe ratio
Kaplanski, Guy
;
Levy, Haim
;
Veld, Chris H.
;
Veld- …
- In:
Journal of economic behavior & organization : JEBO
123
(
2016
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011584254
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8
US economic policy uncertainty and GCC stock market
Alqahtani, Abdullah
;
Martinez, Miguel
- In:
Asia Pacific financial markets
27
(
2020
)
3
,
pp. 415-425
Persistent link: https://www.econbiz.de/10012271798
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9
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
10
The uncertainty of systemic risk
Ilin, Thomas
;
Varga, Liz
- In:
Risk management : a journal of risk, crisis and disaster
17
(
2015
)
4
,
pp. 240-275
Persistent link: https://www.econbiz.de/10011439474
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