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On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: Research in international business and finance 32 (2014), pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
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Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
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Editors' introduction to the 2022 special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 48 (2022) 10, pp. 1-5
Persistent link: https://www.econbiz.de/10014232132
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Editors' introduction to the special issue on novel risks and sources of volatility : identification and measurement challenges for portfolio management
Fabozzi, Frank J.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 1-4
Persistent link: https://www.econbiz.de/10012613454
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Firm-level cybersecurity risk and idiosyncratic volatility
Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140
Persistent link: https://www.econbiz.de/10012613464