McAleer, Michael; Jiménez-Martín, Juan-Ángel; … - Department of Economics and Finance, College of … - 2011
A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of …. Such a risk management strategy is robust to the GFC in the sense that, while maintaining the same risk management strategy … criteria. The Median is shown to be a profitable and safe strategy for risk management, both in calm and turbulent periods, as …