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ECONIS (ZBW)
2,210
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1
Markets liquidity
risk
under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009667092
Saved in:
2
A portfolio-invariant capital allocation scheme penalizing concentration
risk
Kao, Lie-Jane
- In:
Economic modelling
51
(
2015
),
pp. 560-570
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011476155
Saved in:
3
On the isolated impact of copulas on
risk
measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011647502
Saved in:
4
Overnight exchange rate
risk
based on multi-quantile and joint-shock CAViaR models
Peng, Wei
;
Zeng, Yufeng
- In:
Economic modelling
80
(
2019
),
pp. 392-399
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012200766
Saved in:
5
Assessing downside and upside
risk
spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012417068
Saved in:
6
Robust portfolio selection with subjective
risk
aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014547968
Saved in:
7
Optimal longevity
risk
transfer under asymmetric information
Chen, An
;
Li, Hong
;
Schultze, Mark B.
- In:
Economic modelling
120
(
2023
),
pp. 1-15
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014384104
Saved in:
8
International
risk
transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012016158
Saved in:
9
Extreme
risk
spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014512465
Saved in:
10
Hedging
the portfolio of raw materials and the commodity under the mark-to-market
risk
Fu, Junhui
;
Zhang, Wei-guo
;
Yao, Zheng
;
Zhang, Xili
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1070-1075
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009667441
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