Narrow search
Showing 1 - 10 of 2,090
Cover Image
Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
Cover Image
The evaluation of financial risk and portfolio selection
Hacıoğlu, Ümit; Dinçer, Hasan; Çelik, Ismail Erkan - In: Managerial issues in finance and banking : a strategic …, (pp. 111-120). 2014
Persistent link: https://www.econbiz.de/10010208420
Cover Image
Minimum risk versus capital and risk diversification strategies for portfolio construction
Cesarone, Francesco; Colucci, Stefano - In: Journal of the Operational Research Society 69 (2018) 2, pp. 183-200
Persistent link: https://www.econbiz.de/10012224472
Cover Image
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Cover Image
Optimal structure of real estate portfolio using EVA : a stochastic Markowitz model using data from Greek real estate market
Petropoulos, Theofanis; Liapis, Konstantinos; … - In: Risks : open access journal 11 (2023) 2, pp. 1-19
procedure under uncertainty in the real estate market and enriches the academic debate about EVA and revenue. …
Persistent link: https://www.econbiz.de/10014245748
Cover Image
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl - In: Journal of banking & finance 37 (2013) 3, pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Cover Image
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción; Galeano, Pedro; Ghosh, Pulak - In: European journal of operational research : EJOR 232 (2014) 2, pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Cover Image
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Cover Image
Dynamic large financial networks via conditional expected shortfalls
Bonaccolto, Giovanni; Caporin, Massimiliano; Maillet, … - In: European journal of operational research : EJOR 298 (2022) 1, pp. 322-336
Persistent link: https://www.econbiz.de/10013206844
Cover Image
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012795166