//-->
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik, (2024)
Mathematical model of financial investment risk
Yin, Deyu, (2018)
The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G., (1991)
Stochastic dominance properties of option strategies
Clarke, Roger G., (1987)
The effect of fuel adjustment clauses on the systematic risk market values of electric utilities
Clarke, Roger G., (1980)