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Drawdown : from practice to theory and back again

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On the consistency of choice

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The willingness to pay for diversification

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Second-order uncertainty and naive diversification

Mahmoud, Ola - In: Economics letters 216 (2022), pp. 1-4

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Discrete Time Series, Processes, and Applications in Finance

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The temporal dimension of risk

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Diversification preferences in the theory of choice

De Giorgi, Enrico; Mahmoud, Ola - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 143-174

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t ‐statistics for weighted means in credit risk modeling

Goldberg, Lisa R.; Kercheval, Alec N.; Lee, Kiseop - In: The Journal of Risk Finance 6 (2005) 4, pp. 349-365

Purpose – The purpose of this paper is to describe a generalization of the familiar two‐sample t ‐test for equality of means to the case where the sample values are to be given unequal weights. This is a natural situation in financial risk modeling when some samples are considered more...

Persistent link: https://www.econbiz.de/10014901371

<italic>The Signal and the Noise: Why So Many Predictions Fail -- but Some Don't</italic>, by Nate Silver

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-statistics for weighted means in credit risk modelingt

Goldberg, Lisa R.; Kercheval, Alec N.; Lee, Kiseop - In: Journal of Risk Finance 6 (2005) August, pp. 349-365

Purpose – The purpose of this paper is to describe a generalization of the familiar two-sample t-test for equality of means to the case where the sample values are to be given unequal weights. This is a natural situation in financial risk modeling when some samples are considered more reliable...

Persistent link: https://www.econbiz.de/10005002422