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A quantum derivation of a reputational risk premium

Piñeiro Chousa, Juan Ramón; Vizcaíno-González, Marcos - In: International review of financial analysis 47 (2016), pp. 304-309

Persistent link: https://www.econbiz.de/10011624199

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

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

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

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

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

Information-theoretic approach to quantifying currency risk

Fiedor, Pawel; Holda, Artur - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 93-109

Persistent link: https://www.econbiz.de/10011537513

A global economic policy uncertainty index from principal component analysis

Dai, Peng-Fei; Xiong, Xiong; Zhou, Wei-Xing - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819228

Baryonic Beta Dynamics : An Econophysical Model of Systematic Risk

Chen, James Ming - 2018

This essay seeks to rehabilitate the capital asset pricing model by splitting beta, the basic unit of systematic risk, into subatomic (or “baryonic”) components. By analogy to quantum chromodynamics and other aspects of the Standard Model of particle physics, this essay bifurcates beta on...

Persistent link: https://www.econbiz.de/10012932305

Baryonic beta dynamics : an econophysical model of systematic risk

Chen, Jim - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 263-276

Persistent link: https://www.econbiz.de/10011972736

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