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Risk management and optimal capital structure under ambiguity
Kim, Hwa-sung - In: Finance research letters 40 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012819964
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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
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Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara - In: Finance research letters 21 (2017), pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
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Pension funds rules : paradoxes in risk control
Cadoni, Marinella; Melis, Roberta; Trudda, Alessandro - In: Finance research letters 22 (2017), pp. 20-29
Persistent link: https://www.econbiz.de/10011807947
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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
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A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; … - In: Finance research letters 16 (2016), pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
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Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe; Wang, Jinpeng - In: Finance research letters 60 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
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Risk management and optimal investment with inalienable human capital
Yang, Zeyu; Zhuo, Jiayi; Zhang, Yuqian - In: Finance research letters 61 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490638
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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