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A synthesis of capital budgeting techniques around the world : 1990-2018
Brincks, Stephen; Haddad, Kamal M.; Lotfaliei, Babak; … - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 4, pp. 106-130
Persistent link: https://www.econbiz.de/10012593416
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Decision-useful asset measurement from a business valuation perspective
Botosan, Christine A.; Huffman, Adrienna A. - In: Accounting horizons : a quarterly publication of the … 29 (2015) 4, pp. 757-776
Persistent link: https://www.econbiz.de/10011428906
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Impact of climate change on heat wave risk
Biard, Romain; Blanchet-Scalliet, Christophette; … - In: Risks : open access journal 1 (2013) 3, pp. 176-191
We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...
Persistent link: https://www.econbiz.de/10010338320
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Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
Oehler, Andreas (ed.) - 1998
Persistent link: https://www.econbiz.de/10000664860
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Identification of new Keynesian Phillips Curves from a global perspective
Dées, Stéphane; Pesaran, M. Hashem; Smith, L. Vanessa; … - 2008
Persistent link: https://www.econbiz.de/10003641659
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Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641741
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Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran (contributor); Heinen, Andréas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003726991
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
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How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G.; Speight, Alan E. H.; Evans, Kevin P. - In: Journal of multinational financial management 18 (2008) 5, pp. 488-503
Persistent link: https://www.econbiz.de/10003789977