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Return on risk-adjusted capital under solvency II : implications for the asset management of insurance companies
Braun, Alexander, (2018)
Municipal bond mutual fund performance and active share
Gurwitz, Joshua A., (2021)
Special items and stock returns
Ma, Lingjie, (2021)
Equity risk factor models
Zangari, Peter, (2003)
Risk monitoring and performance measurement
Rosengarten, Jacob, (2003)
CATERING FOR AN EVENT - A remedy for one of value-at-risk's shortcomings: its inability to handle event risk.
Zangari, Peter, (1997)