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Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors

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Should emerging market investors buy commodities?

Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246

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Risks to consider when investing offshore

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The Measurement of Market Risk : Modelling of Risk Factors, Asset Pricing, and Approximation of Portfolio Distributions

Moix, Pierre-Yves - 2001

The objective of this book is to set up an economic quantitative model for the assessment of financial market risk. The … Measurement of Market Risk reviews the probabilistic modelling of so-called risk factors, which represent the uncertainty of … financial markets, and discusses the issue of risk as the perception of uncertainty by individuals when faced with a decision …

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Do heterogeneous beliefs diversify market risk?

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Bear beta

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Entropy augmented asset pricing model : study on Indian stock market

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