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Uncertain risk parity
Shah, Anish R. - In: The journal of investment strategies 10 (2021) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10012805357
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Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo; Kim, Saejoon - In: Quantitative finance 21 (2021) 8, pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
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Making Cornish-Fisher fit for risk measurement
Lamb, John D.; Monville, Maura E.; Tee, Kaihong - In: Journal of risk 21 (2018/2019) 5, pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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Essays on empirical asset pricing
Verbeek, Roy - 2017
Persistent link: https://www.econbiz.de/10011863839
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Hedging parameter risk
Claußen, Arndt; Rösch, Daniel; Schmelzle, Martin - In: Journal of banking & finance 100 (2019), pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
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Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.; Grable, John E. - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
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Measuring perceived risk of privacy and performance of m-banking in Brazil : an investigation applying item response theory
Souza, Monique Wagner de; Tezza, Rafael - In: Latin American business review 22 (2021) 2, pp. 131-161
Persistent link: https://www.econbiz.de/10012549765