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A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
Xu, Bing; Ouenniche, Jamal - In: Energy economics 34 (2012) 2, pp. 576-583
Persistent link: https://www.econbiz.de/10009618682
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Education, risk and efficiency in human capital investment
Mayston, David J.; Juan, Yang - 2012
Persistent link: https://www.econbiz.de/10009572191
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Essays on asset and portfolio management : rethinking portfolio rebalancing
Wittig, Hagen - 2015
Die vorliegende Dissertation beinhaltet drei Beiträge, welche sich mit verschiedenen Aspekten der Dynamischen Asset Allokation befassen. Letztere beschreibt die Steuerung der Portfolioallokation eines Investors im Verlauf der Investitionsphase angesichts eines sich wandelnden Marktumfeldes und...
Persistent link: https://www.econbiz.de/10011418707
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Modeling the frequency of auto insurance claims by means of poisson and negative binomial models
David, Mihaela; Jemna, Dănuţ-Vasile - In: Analele ştiinţifice ale Univerşităţii Alexandru … 62 (2015) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10011303576
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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 25 (2013), pp. 119-143
Persistent link: https://www.econbiz.de/10009762798
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Risk readiness and resiliency planning for a supply chain
Das, Kanchan; Lashkari, Reza S. - In: International journal of production research 53 (2015) 21/22, pp. 6752-6771
Persistent link: https://www.econbiz.de/10011434544
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A comparative analysis of the three-factor and the capital asset pricing models in the Nigerian stock market
Ajao, M. Gabriel; Igbinosa, Sunday - In: Asian African journal of economics and econometrics 14 (2014) 2, pp. 237-257
Persistent link: https://www.econbiz.de/10010485806
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Choosing factors : the international evidence
Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
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A new approach to risk attribution and its application in credit risk analysis
Frei, Christoph - In: Risks : open access journal 8 (2020) 2/65, pp. 1-13
How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler principle to attribute risk to its driving factors when...
Persistent link: https://www.econbiz.de/10012293012