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Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo; Ding, Ashley; Li, Yong; Lu, Dong - In: Pacific-Basin finance journal 62 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
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Governance mechanisms and downside risk
Wang, Li-hsun; Lin, Chu-Hsiung; Fung, Hung-gay; Chen, … - In: Pacific-Basin finance journal 35 (2015) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Tail risk concerns everywhere
Gao, George P.; Lu, Xiaomeng; Song, Zhaogang - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
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"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
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Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yuan, Jing - In: Pacific-Basin finance journal 51 (2018), pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
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Modeling extreme risks in commodities and commodity currencies
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: Pacific-Basin finance journal 51 (2018), pp. 108-120
Persistent link: https://www.econbiz.de/10012035118
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Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong; Ke, Jiannan - In: Operations research letters 47 (2019) 5, pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
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Empirical tests on the liquidity-adjusted capital asset pricing model
Vu, Van; Chai, Daniel; Do, Viet - In: Pacific-Basin finance journal 35 (2015) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10011538103