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VaR-implied tail-correlation matrices
Mittnik, Stefan - In: Economics letters 122 (2014) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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International risk sharing in overlapping generations models
Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: Economics letters 174 (2019), pp. 157-160
Persistent link: https://www.econbiz.de/10012121072
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A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
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Standard risk aversion and efficient risk sharing
Suen, Richard M. H. - In: Economics letters 173 (2018), pp. 23-26
Persistent link: https://www.econbiz.de/10012022870
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Hybrid models of the Lorenz curve
Ogwang, Tomson; Rao, U. L. Gouranga - In: Economics letters 69 (2000) 1, pp. 39-44
Persistent link: https://www.econbiz.de/10001512723
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On evaluating social welfare by sequential generalized Lorenz dominance
Ok, Efe A.; Lambert, Peter J. - In: Economics letters 63 (1999) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10001398793
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Lorenz ordering between McDonald's generalized functions of the income size distribution
Sarabia, José María; Castillo, Enrique; Slottje, … - In: Economics letters 75 (2002) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10001651030
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A piecewise method for estimating the Lorenz curve
Wang, ZuXiang; Smyth, Russell - In: Economics letters 129 (2015), pp. 45-48
Persistent link: https://www.econbiz.de/10011421929
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A hybrid method for creating Lorenz curves
Wang, ZuXiang; Smyth, Russell - In: Economics letters 133 (2015), pp. 59-63
Persistent link: https://www.econbiz.de/10011431971