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Modeling and management of longevity risk
Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014
Persistent link: https://www.econbiz.de/10010458573
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Monte-Carlo-Methoden für das Risikomanagement und Treasury
Kienitz, Jörg; Küpker, Horst - In: Bankrisikomanagement : Mindestanforderungen, …, (pp. 535-565). 2008
Persistent link: https://www.econbiz.de/10003710851
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VaR model for managing market risk of portfolio
Pribadi, Firman; Surwanti, Arni; Shih, Wen-Chung - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 165-172). 2023
Persistent link: https://www.econbiz.de/10014462381
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An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie Jane; Wu, Po-Cheng; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015045615
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Dynamic fractal asset pricing model for financial risk evaluation
Conti, Bruno de; Gisin, Vladimir; Yarygina, Irina - In: Risk assessment and financial regulation in emerging …, (pp. 355-367). 2021
This article is dedicated to the assessment of the dynamic fractional asset pricing model for financial risk evaluation and the use of the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The article identifies...
Persistent link: https://www.econbiz.de/10012591785
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An optimal timing approach to option portfolio risk management
Leung, Tim; Liu, Peng - In: Advances in financial risk management : corporates, …, (pp. 391-404). 2013
Persistent link: https://www.econbiz.de/10010213038
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Sampling approaches on collecting internet statistics in the digital economy
Xing, Song; Paris, Bernd-Peter; Meng, Xiannong - In: Handbook of research on global information technology …, (pp. 452-475). 2008
Persistent link: https://www.econbiz.de/10003618271
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Stichprobentechnik für Statistik-averse Wirtschaftsprüfer
Mochty, Ludwig - In: Essener Beiträge zur empirischen Wirtschaftsforschung …, (pp. 75-105). 2012
Persistent link: https://www.econbiz.de/10009513781
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A Monte Carlo study of tests of blockwise weak separability
Barnett, William A.; Choi, Seung-mook S. - In: Functional structure and approximation in econometrics, (pp. 257-288). 2004
Persistent link: https://www.econbiz.de/10003054325
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The effects of temporal aggregation and random sampling on the power of the augmented Dickey Fuller stationarity test : a Monte Carlo study
Tserkezos, Dikaios E. - In: Money, trade and finance : recent trends and …, (pp. 223-233). 2021
A crucial aspect of empirical research is the stationarity properties of a time series. In this short chapter, we examine the effects of temporal aggregation on the power properties of the Augmented Dickey Fuller (ADF) stationarity test developed by Dickey, D.A. and W.A. Fuller, Journal of the...
Persistent link: https://www.econbiz.de/10012696805