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Financial risk in insurance
Ottaviani, Giovanni (contributor); Ottaviani, Giuseppe (ed.) - 1995
Persistent link: https://www.econbiz.de/10000532103
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Integrating liquidity risk factor into a parametric value at risk method
Al Janabi, Mazin A. M. - In: The journal of trading 3 (2008) 3, pp. 76-87
Persistent link: https://www.econbiz.de/10003758936
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Fundamental multifactor equity risk models
Fabozzi, Frank J.; Vardharaj, Raman; Jones, Frank Joseph - 2008
Persistent link: https://www.econbiz.de/10003764728
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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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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 measurement
Litterman, Bob - In: Modern investment management : an equilibrium approach, (pp. 24-35). 2003
Persistent link: https://www.econbiz.de/10002111959
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A new measure of cross-sectional risk and its empirical implications for portfolio risk management
Galluccio, Stefano; Roncoroni, Andrea - In: Journal of banking & finance 30 (2006) 8, pp. 2387-2408
Persistent link: https://www.econbiz.de/10003355806
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Portfolio credit risk modelling with heavy-tailed risk factors
Kostadinov, Krassimir Kolev (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358509
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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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Sensitivity analysis of risk tolerance
Sandvik, Bjørn; Thorlund-Petersen, Lars - In: Decision analysis : a journal of the Institute for … 7 (2010) 3, pp. 313-321
Persistent link: https://www.econbiz.de/10008663474