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Credit risk : taking fluctuating asset correlations into account
Schmitt, Thilo A.; Schäfer, Rudi; Guhr, Thomas - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10011380105
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Random matrix theory applied to correlations in operational risk
Crénin, François; Cressey, David; Lavaud, Sophie; Xu, … - In: The journal of operational risk 10 (2015) 4, pp. 45-71
Persistent link: https://www.econbiz.de/10011442600
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Improving the volatility of the optimal weights of the Markowitz model
Ortiz, Roberto; Contreras, Mauricio; Mellado, Cristhian - In: Economic research 35 (2022) 1,3, pp. 2836-2858
Persistent link: https://www.econbiz.de/10014383313
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The causes of I.C.T. use which increase time spent on the Internet by secondary school students and affect exposure to bullying from other students
Radetić-Paić, Mirjana; Boljunčić, Valter - In: Economic research 35 (2022) 1,3, pp. 2859-2867
Persistent link: https://www.econbiz.de/10014383318
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Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence
Eom, Cheoljun; Kaizoji, Taisei; Livan, Giacomo; Scalas, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012821302
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Separating the wheat from the chaff : understanding portfolio returns in an emerging market
Eterovic, Nicolas A.; Eterovic, Dalibor S. - In: Emerging markets review 16 (2013), pp. 145-169
Persistent link: https://www.econbiz.de/10010243140
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The pricing of idiosyncratic risk : evidence from the implied volatility distribution
Süss, Stephan - In: Financial markets and portfolio management 26 (2012) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
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Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín; Torres, Antonio Alatorre - In: Modern economy 6 (2015) 9, pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
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A spectral perspective on excess volatility
Livan, Giacomo; Alfarano, Simone; Milaković, Mishael; … - In: Applied economics letters 22 (2015) 7/9, pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
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Winning investment strategies based on financial crisis indicators
Kornprobst, Antoine - In: The journal of investment strategies 7 (2018) 4, pp. 27-49
Persistent link: https://www.econbiz.de/10012001990