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Portfolio allocation problems between risky and ambiguous assets
Asano, Takao; Osaki, Yusuke - 2020
Persistent link: https://www.econbiz.de/10012165413
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Portfolio optimization under partial uncertainty and incomplete information : a probability multimeasure-based approach
La Torre, Davide; Mendivil, Franklin - In: Managerial multiple objective optimization, (pp. 267-279). 2018
Persistent link: https://www.econbiz.de/10011897021
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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Back-testing market risk models
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765458
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Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger - In: Risk assessment : decisions in banking and finance, (pp. 153-164). 2008
Persistent link: https://www.econbiz.de/10003781638
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Einführung in die Theorie und Praxis statischer Risikomaße
Bäuerle, Nicole; Mundt, André - In: Risikomanagement, (pp. 67-99). 2005
Persistent link: https://www.econbiz.de/10003339291
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Higher moment coherent risk measures
Krokhmal, Pavlo A. - In: Quantitative fund management, (pp. 271-298). 2009
Persistent link: https://www.econbiz.de/10003796963
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Properties and calculation of multivariate risk measures : MVaR and MCVaR
Lee, Jinwook; Prékopa, András - In: Including special section: behavioral considerations in …, (pp. 225-254). 2013
Persistent link: https://www.econbiz.de/10010232544
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Portfolio analysis based on the shortfall concept
Matthes, Rainer - In: Risk measurement, econometrics and neural networks : …, (pp. 147-160). 1998
Persistent link: https://www.econbiz.de/10001305356
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The evaluation of financial risk and portfolio selection
Hacıoğlu, Ümit; Dinçer, Hasan; Çelik, Ismail Erkan - In: Managerial issues in finance and banking : a strategic …, (pp. 111-120). 2014
Persistent link: https://www.econbiz.de/10010208420