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Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Economic modelling 51 (2015), pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
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Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: Applied economics 52 (2020) 43, pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
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Optimal investment in hedge funds under loss aversion
Zou, Bin - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
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SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL
KAWAI, REIICHIRO - In: International Journal of Theoretical and Applied … 12 (2009) 03, pp. 283-295
Markovian property of the dynamics given the past information. Some numerical examples are presented with a GARCH …
Persistent link: https://www.econbiz.de/10005006749
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Mathematical model of financial investment risk
Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10011846199
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Disruption risk mitigation in supply chains : the risk exposure index revisited
Gao, Sarah Yini; Simchi-Levi, David; Teo, Chung-Piaw; … - In: Operations research 67 (2019) 3, pp. 831-852
Persistent link: https://www.econbiz.de/10012040294
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Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah; Takhedmit, Baya; Ouazine, Sofiane; … - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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Development of an automobile industry risk index
Sharma, Satyendra Kumar; Singh, Ravinder; Bhalotia, Vishad - In: International journal of logistics systems and management 34 (2019) 4, pp. 457-485
Persistent link: https://www.econbiz.de/10012160069
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A group decision-making model for important power user risks based on cloud model and set pair analysis : a case study in China
Liu, Jicheng; Fu, Xiaoxu; Xu, Fangqiu; Yan, Suli - In: International journal of technology, policy and … 21 (2021) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10012534308
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The application of a multi-attribute group decision making model based on linguistic extended VIKOR for quantifying risks in a supply chain under a fuzzy environment
Nazam, Muhammad; Yao, Liming; Hashim, Muhammad; Baig, … - In: International journal of information systems and supply … 13 (2020) 2, pp. 27-46
Persistent link: https://www.econbiz.de/10012292095