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ECONIS (ZBW)
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1
Optimal allocation for stock market-excluded retirees : effects of interest rates, longevity
risk
, and upfront fees
Mills, Ebenezer Atta
;
Anyomi, Siegfried Kafui
;
Koumba, Ur
; …
- In:
Finance research letters
70
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015195518
Saved in:
2
Risk
exposure in ESG-driven portfolios : a wavelet study within the tail-concerned insurance sector
Jareño, Francisco
;
Esparcia, Carlos
;
Fantini, Giulia
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015062482
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3
A DCC-GARCH multi-population
mortality
model and its applications to pricing catastrophic
mortality
bonds
Wang, Zihe
;
Li, Johnny Siu-Hang
- In:
Finance research letters
16
(
2016
),
pp. 103-111
Persistent link: https://www.econbiz.de/10011655135
Saved in:
4
Relationship between deep
hedging
and delta
hedging
: leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
5
Personalised drawdown strategies and partial annuitisation to mitigate longevity
risk
Chen, Wen
;
Minney, Aaron
;
Toscas, Peter
;
Koo, Bonsoo
; …
- In:
Finance research letters
39
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012805467
Saved in:
6
Robust multivairiate extreme value at
risk
allocation
Belhajjam, Abdellah
;
Belbachir, Mohammadine
;
El …
- In:
Finance research letters
23
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011808275
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
10
The measure of model
risk
in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
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