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Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation
Date, Paresh; Bustreo, Roberto - In: IMA journal of management mathematics 27 (2016) 2, pp. 157-180
Persistent link: https://www.econbiz.de/10011567011
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Stock market returns and climate risk in the US
Chen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; … - In: Journal of multinational financial management 77 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015330166
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How do foreign investors affect China's stock return volatility? : evidence from the Shanghai-Hong Kong Stock Connect Program
Chen, Weihua; Mamon, Rogemar; Xiong, Heng; Zeng, Pingping - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014489077