Similar Search Results - EconBiz

How should the cost of joint risk capital be allocated for performance measurement?

Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227

Persistent link: https://www.econbiz.de/10003769183

The risk of funds of hedge funds : an empirical analysis of the maximum drawdown

Heidorn, Thomas; Kaiser, Dieter G.; Roder, Christoph - In: The journal of wealth management 12 (2009/10) 2, pp. 89-100

Persistent link: https://www.econbiz.de/10003883216

Trade policy and risk diversification

Pfeffer, Barbara (contributor) - 2006

The paper analyses the influence of trade policies on the investment decisions of a representative individual. In particular, the increased uncertainty of future income is considered in the investment behaviour of individuals. The optimal portfolio-decision of a representative working individual...

Persistent link: https://www.econbiz.de/10003386892

Board risk oversight, hedging intensity, and the idiosyncratic risk of US banks

Fogel, Kathy; Shao, Yingying; Yeager, Timothy J. - In: Risk management and corporate governance, (pp. 117-130). 2012

Persistent link: https://www.econbiz.de/10009505370

Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets

Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48

Persistent link: https://www.econbiz.de/10010520085

The effects of drawdown risk reduction on the US hedge funds

Tavakoli Baghdadabad, Mohammad Reza - In: Journal of derivatives & hedge funds 19 (2013) 1, pp. 50-73

Persistent link: https://www.econbiz.de/10009782529

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

US dollar exchange rate and food price dependence : implications for portfolio risk management

Reboredo, Juan Carlos; Ugando, Mikel - In: The North American journal of economics and finance : a … 30 (2014), pp. 72-89

Persistent link: https://www.econbiz.de/10010463592

Uninsurable investment risks

Meh, Césaire Assah; Quadrini, Vincenzo - 2004

Persistent link: https://www.econbiz.de/10002185890

CAViaR: conditional autoregressive value at risk by regression quantiles

Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381

Persistent link: https://www.econbiz.de/10002372839

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the