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Račev, Svetlozar T.
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Research in international business and finance
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SFB 649 discussion paper
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Applied economics letters
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21
Bootstrapping the expected shortfall
Sun, Shuxia
;
Cheng, Fuxia
- In:
Theoretical economics letters
8
(
2018
)
4
,
pp. 685-698
Persistent link: https://www.econbiz.de/10011882103
Saved in:
22
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
23
Does risk culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela
;
Fontana, Stefano
;
Graziano, Elvira Anna
- In:
Corporate ownership & control : international …
15
(
2017/2018
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10011892948
Saved in:
24
Introducing global term structure in a risk parity framework
Stagnol, Lauren
-
2017
Persistent link: https://www.econbiz.de/10011738994
Saved in:
25
Management of investment hybrid portfolio
Hrytsiuk, Petro Mykhailovych
;
Babych, Tetiana Yuriivna
; …
- In:
International journal of business performance …
22
(
2021
)
2/3
,
pp. 180-198
Persistent link: https://www.econbiz.de/10012596736
Saved in:
26
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
27
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
28
Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Management science : journal of the Institute for …
64
(
2018
)
1
,
pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
Saved in:
29
Minimum Rényi entropy portfolios
Lassance, Nathan
;
Vrins, Frédéric
-
2019
Persistent link: https://www.econbiz.de/10011993497
Saved in:
30
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
Saved in:
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