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A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching - In: International journal of financial research 5 (2014) 3, pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
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Risk conception and evaluation in Taiwan financial markets
Jan, Ying-Ching - In: Inventi impact: emerging economies (2015) 3, pp. 180-191
Persistent link: https://www.econbiz.de/10011404333
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Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo - In: Journal of economic dynamics & control 42 (2014), pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
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Valuing variable annuity guarantees on multiple assets
Fonseca, José da; Ziveyi, Jonathan - In: Scandinavian actuarial journal (2017) 3, pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
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Stochastic volatility for utility maximizers : a martingale approach
Ellersgaard, Simon; Tegnér, Martin - In: International journal of financial engineering 5 (2018) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
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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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The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander; Chlebus, Marcin - 2021
Persistent link: https://www.econbiz.de/10012816709
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Hedging with small uncertainty aversion
Herrmann, Sebastian; Muhle-Karbe, Johannes; Seifried, … - In: Finance and stochastics 21 (2017) 1, pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
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Using option pricing information to time diversify portfolio returns
Scholes, Myron S. - In: Options - 45 years since the publication of the …, (pp. 1-15). 2023
Persistent link: https://www.econbiz.de/10014366579
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990