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Risks in financial group structures
Lumpkin, Stephen A. - In: Financial market trends (2010) 99, pp. 105-136
Persistent link: https://www.econbiz.de/10008990003
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Internationally managing in the face of terrorism-induced uncertainty
Liesch, Peter Wayne; Steen, John; Knight, Gary A.; … - 2008
Persistent link: https://www.econbiz.de/10003667075
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Reducing risks to life : measurement of the benefits
Bailey, Martin J. - 1980
Persistent link: https://www.econbiz.de/10000053343
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How should the cost of joint risk capital be allocated for performance measurement?
Homburg, Carsten; Scherpereel, Peter - In: European journal of operational research : EJOR 187 (2008) 1, pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
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Risk monitoring and performance measurement
Rosengarten, Jacob; Zangari, Peter - In: Modern investment management : an equilibrium approach, (pp. 249-284). 2003
Persistent link: https://www.econbiz.de/10002112205
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Measuring event risk
Nyberg, Peter; Wilhelmsson, Anders - In: Journal of financial econometrics : official journal of … 7 (2009) 3, pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
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A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo; Lee, Eun-joo; Lee, Seung-Hwan - In: Applied economics 48 (2016) 13/15, pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
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Interconnected risk contributions : a heavy-tail approach to analyze U.S. financial sectors
Bernardi, Mauro; Petrella, Lea - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 198-226
. The tail risk interdependence measurement framework relies on the multivariate Student-t Markov switching (MS) model and …This paper investigates the dynamic evolution of tail risk interdependence among U.S. banks, financial services and … the multiple-conditional value-at-risk (CoVaR) (conditional expected shortfall (CoES)) risk measures introduced in …
Persistent link: https://www.econbiz.de/10011545172
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Measuring household financial risk
Bucciol, Alessandro; Stuefer, Marina - In: The journal of wealth management 15 (2012/13) 3, pp. 20-29
Persistent link: https://www.econbiz.de/10009676031
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126