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Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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Risk management for private equity funds
Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
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Fund size and the stability of portfolio risk
Ewen, Martin; Rieger, Marc Oliver - In: Journal of risk 22 (2019/2020) 6, pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
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Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed; Lauria, Davide; Trindade, A. Alexandre - In: Journal of risk 25 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
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Counterparty risk allocation
Baule, Rainer - In: Journal of risk 25 (2022) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
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Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian; Feng, Yuanhua; Uhde, André - In: Journal of risk 25 (2022) 2, pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
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Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew; Kwon, Roy H. - In: Journal of risk 24 (2021) 2, pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
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Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of risk 24 (2021) 2, pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
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Portfolio risk forecasting
Braun, Valentin; Hackethal, Andreas - In: Journal of risk 16 (2013/2014) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
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Modified expected shortfall : a new robust coherent risk measure
Jadhav, Deepak; Ramanathan, T. V.; Naik-Nimbalkar, Uttara - In: Journal of risk 16 (2013/2014) 1, pp. 69-83
Persistent link: https://www.econbiz.de/10013262918