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Z-score vs minimum variance preselection methods for constructing small portfolios

Cesarone, Francesco; Mango, Fabiomassimo; Sabato, Gabriele - In: Investment management and financial innovations 17 (2020) 1, pp. 64-76

Persistent link: https://www.econbiz.de/10012299819

ETF risk models

Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10013407268

Interaction between financial risk measures and machine learning methods

Gotoh, Jun-ya; Takeda, Akiko; Yamamoto, Rei - In: Computational Management Science : CMS 11 (2014) 4, pp. 365-402

Persistent link: https://www.econbiz.de/10010437153

Assessing Risk on Subprime Mortgage Backed Securities : Did Credit Rating Agencies Misrepresent Risk to Investors?

Barnett, Harold C. - 2011

misleading investors with respect to the default risk on mortgage backed securities (MBS). This paper argues that, to the … Sachs presentation to its Board highlights factors that enhanced the risk of default in 2006-2007. Review of a select sample … associates with an increased risk of default. These disclosures suggest that the risk of default increased step wise beginning in …

Persistent link: https://www.econbiz.de/10013121890