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Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels; Härdle, Wolfgang - In: Computational economics 55 (2020) 3, pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
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Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - In: Journal of financial econometrics 18 (2020) 2, pp. 280-306
Persistent link: https://www.econbiz.de/10012232957
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Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang; Lee, David Kuo Chuen; Nasekin, Sergey; … - In: The journal of asset management 19 (2018) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
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De copulis non est disputandum : copulae: an overview
Härdle, Wolfgang; Okhrin, Ostap - In: Advances in statistical analysis : AStA ; a journal of … 94 (2010) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10003951049
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An AI approach to measuring financial risk
Yu, Lining; Härdle, Wolfgang; Borke, Lukas; Benschop, Thijs - In: The Singapore economic review 68 (2023) 5, pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
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Financial Risk Meter for emerging markets
Ben Amor, Souhir; Althof, Michael; Härdle, Wolfgang - In: Research in international business and finance 60 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013411139