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Project risk neutrality in the context of asymmetric information

Alex, Fabian - 2025

Persistent link: https://www.econbiz.de/10015374377

The impact of financial enterprises’ excessive financialization risk assessment for risk control based on data mining and machine learning

Song, Yuegang; Wu, Ruibing - In: Computational economics 60 (2022) 4, pp. 1245-1267

Persistent link: https://www.econbiz.de/10013445743

Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops

Bol, Georg (ed.); Hann, Tae Horn (contributor) - 2000

Persistent link: https://www.econbiz.de/10001455393

Quantitative Verfahren im Finanzmarktbereich

Schröder, Michael (ed.) - 1996 - 1. Aufl.

Persistent link: https://www.econbiz.de/10000592147

Market liquidity risk : implications for asset pricing, risk management, and financial regulation

Van der Merwe, Andria - 2015 - 1. ed.

risk management …

Persistent link: https://www.econbiz.de/10011318554

Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis

Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241

Persistent link: https://www.econbiz.de/10010519956

Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market

Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …

Persistent link: https://www.econbiz.de/10011901688

Predicting systemic risk with entropic indicators

Gradojevic, Nikola; Caric, Marko - In: Journal of forecasting 36 (2017) 1, pp. 16-25

Persistent link: https://www.econbiz.de/10011729042

Measuring black swans in financial markets

Manhire, J. T. - In: Journal of mathematical finance 8 (2018) 1, pp. 227-239

Persistent link: https://www.econbiz.de/10011846384

Investment strategy in Brazil's financial market : wide possibilities of choice between risk and return

Feijó, Ricardo - In: International journal of economics and finance 12 (2020) 8, pp. 40-51

Persistent link: https://www.econbiz.de/10012425900