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Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
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Predicting stock returns : a risk measurement perspective
Dai, Zhifeng; Kang, Jie; Wen, Fenghua - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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Intermediate cross-sectional prospect theory value in stock markets : a novel method
Eom, Cheoljun; Eom, Yunsung; Park, Jong Won - In: International review of financial analysis 93 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014543412
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Mean-variance versus utility maximization revisited : the case of constant relative risk aversion
Kassimatis, Konstantinos - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013254548
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Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto; Righi, Marcelo Brutti - In: International review of financial analysis 69 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
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From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.; Nedeltchev, Dragomir C. - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu - In: International review of financial analysis 33 (2014), pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
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The price of shelter : downside risk reduction with precious metals
Bredin, Donal; Conlon, Thomas; Potì, Valerio - In: International review of financial analysis 49 (2017), pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
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Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix; Giudici, Paolo; Mojtahedi, Fatemeh - In: International review of financial analysis 73 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803601