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Mutual funds herding behavior, sentiment, and market volatility
Kholdy, Shady; Miller, John; Sun, Libo - In: The journal of wealth management : JWM 24 (2021) 2, pp. 92-107
Persistent link: https://www.econbiz.de/10012613519
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Managing portfolio volatility
Stamos, Michael Zisis; Zimmerer, Thomas - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 99-109
Persistent link: https://www.econbiz.de/10012486045
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Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 51-65
Persistent link: https://www.econbiz.de/10012423057
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A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale (contributor); Merton, Robert C. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003436639
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A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale; Merton, Robert C.; Bodie, Zvi - 2006
Persistent link: https://www.econbiz.de/10003388263
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Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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Measuring risk information
Smith, Kevin; So, Eric - In: Journal of accounting research 60 (2022) 2, pp. 375-426
Persistent link: https://www.econbiz.de/10013190954
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A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
Gray, Dale F. - 2006
, analyze, and manage macroeconomic risk based on the theory and practice of modern contingent claims analysis (CCA). We … illustrate how to use the CCA approach to model and measure sectoral and national risk exposures, and analyze policies to offset … their potentially harmful effects. This new framework provides economic balance sheets for inter-linked sectors and a risk …
Persistent link: https://www.econbiz.de/10012466024
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Political risk modelling and measurement from stochastic volatility models
Mitra, Sovan - In: International journal of sustainable economy 11 (2019) 2, pp. 184-218
Persistent link: https://www.econbiz.de/10012050864
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From duration analysis to GARCH models : an approach to systematization of quantitative methods in risk measurement
Jajuga, Krzysztof - In: Economics and business review 2 (2016) 3, pp. 7-19
Persistent link: https://www.econbiz.de/10011634951