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Risk-adjusted valuation in the worker's economic decision making
Lee, Hangsuck; Ryu, Doojin; Son, Jihoon - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341768
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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
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Measuring systemic risk : a comparison of alternative market-based approaches
Kleinow, Jacob; Moreira, Fernando; Strobl, Sascha; … - In: Finance research letters 21 (2017), pp. 40-46
Persistent link: https://www.econbiz.de/10011807485
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Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei; Aw, Grace; Teo, Kok Lay; Zhu, Yanjian; … - In: Finance research letters 18 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
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How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures
Wang, Qiyu; Huang, Wenli; Wu, Xin; Zhang, Chao - In: Finance research letters 29 (2019), pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
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Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang; Yang, Yu; Yun, Po - In: Finance research letters 32 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
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A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti; Borenstein, Denis - In: Finance research letters 24 (2018), pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
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Lagged accuracy in credit-risk measures
Abinzano, Isabel; Gonzalez-Urteaga, Ana; Muga, Luis; … - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459851