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Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 49 (2013) 3, pp. 65-83

Persistent link: https://www.econbiz.de/10010200844

Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index

Iqbal, Javed; Azher, Sara; Ijaz, Ayesha - 2010

Value-at-risk (VaR) is a useful risk measure broadly used by financial institutions all over the world. VaR has been extensively used to measure systematic risk exposure in developed markets like of the US, Europe and Asia. This paper analyzes the accuracy of VaR measure for Pakistan's emerging...

Persistent link: https://www.econbiz.de/10011524092

Systemic risk and asymmetric responses in the financial industry

López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of banking & finance 58 (2015), pp. 471-485

Persistent link: https://www.econbiz.de/10011544046

Governance mechanisms and downside risk

Wang, Li-hsun; Lin, Chu-Hsiung; Fung, Hung-gay; Chen, … - In: Pacific-Basin finance journal 35 (2015) 2, pp. 485-498

Persistent link: https://www.econbiz.de/10011540653

Risk-adjusted performances of world equity indices

Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721

Persistent link: https://www.econbiz.de/10011562564

Rice, irrigation and downside risk : a quantile analysis of risk exposure and mitigation on Korean farms

Kim, Kwan-soo; Chavas, Jean-Paul; Barham, Bradford L.; … - In: European review of agricultural economics : ERAE 41 (2014) 5, pp. 775-815

Persistent link: https://www.econbiz.de/10010474274

Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns

Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64

Persistent link: https://www.econbiz.de/10011475596

Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia

Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358

Persistent link: https://www.econbiz.de/10011476048

A robust set-valued scenario approach for handling modeling risk in portfolio optimization

Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40

Persistent link: https://www.econbiz.de/10011480704

The effectiveness of portfolio risk diversification : an additive approach by project replication

Paquin, Jean-Paul; Tessier, David; Gauthier, Céline - In: Project management journal : PMJ 46 (2015) 5, pp. 94-110

Persistent link: https://www.econbiz.de/10011383218