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Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak; Ramanathan, T. V.; Naik-Nimbalkar, Uttara - In: Journal of risk 16 (2013/2014) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10013262918
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A gradual nonconvexification method for minimizing value-at-risk
Xi, Jiong; Coleman, Thomas F.; Li, Yuying; Tayal, Aditya - In: Journal of risk 16 (2013/2014) 3, pp. 23-47
Persistent link: https://www.econbiz.de/10013262924
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Inflation-linked bonds as a separate asset class : evidence from emerging and developed markets
Chopra, Monika; Mehta, Chhavi; Srivastava, Aman - In: Global business review 22 (2021) 1, pp. 219-235
Persistent link: https://www.econbiz.de/10012483262
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The correlation strength of the most important cryptocurrencies in the bull and bear market
Lahajnar, Sebastian; Rožanec, Alenka - In: Investment management and financial innovations 17 (2020) 3, pp. 67-81
Persistent link: https://www.econbiz.de/10012405543
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Does volatility traverse between emerging and frontier stock markets of Asia?
Sato, Velip Suraj; Raju, Guntur Anjana - In: Investment management and financial innovations 17 (2020) 3, pp. 82-96
Persistent link: https://www.econbiz.de/10012405602
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Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
Chang, Tsung-Sheng; Tone, Kaoru; Wu, Chen-Hui - In: European journal of operational research : EJOR 291 (2021) 2, pp. 766-781
Persistent link: https://www.econbiz.de/10012495364
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Volatility-adjusted 60/40 versus 100 : new risk investing paradigm
Liew, Jim Kyung-Soo; Ajakh, Ahmad - In: Journal of risk and financial management : JRFM 13 (2020) 9/190, pp. 1-6
position, we leveraged the resultant portfolio of 60/40 to match that of the equity position. When we compare the two …
Persistent link: https://www.econbiz.de/10012386869
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An investigation of hypothetical variance-covariance matrix stress-testing
Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288
Persistent link: https://www.econbiz.de/10011661846
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Portfolio configuration and foreign entry decisions : a juxtaposition of real options and risk diversification theories
Belderbos, René; Tong, Tony W.; Wu, Shubin - 2020
Persistent link: https://www.econbiz.de/10012242917
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Portfolio configuration and foreign entry decisions : a juxtaposition of real options and risk diversification theories
Belderbos, René; Tong, Tony W.; Wu, Shubin - 2020
Persistent link: https://www.econbiz.de/10012243108