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Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation
Trabelsi, Nader, (2019)
The new hybrid value at risk approach based on the extreme value theory
Radivojevic, Nicola, (2016)
Financial Risk Meter for emerging markets
Ben Amor, Souhir, (2022)
Mutual fund liquidity timing ability in the higher moment framework
Wattanatorn, Woraphon, (2020)
Estimation risk modeling in optimal portfolio selection : an empirical study from emerging markets
Nathaphan, Sarayut, (2010)
Liquidity Timing in the Higher Moment Framework : Evidence from Bank Affiliated Fund
Wattanatorn, Woraphon, (2016)