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How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca - In: Journal of risk 19 (2016/2017) 4, pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
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An uncertainty quantification framework for the achievability of backtesting results of trading strategies
Chan, Raymond H.; Ma, Alfred Ka Chun; Yeung, Lanston … - In: The journal of investment strategies 6 (2017) 4, pp. 21-46
Persistent link: https://www.econbiz.de/10011771278
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Risikomanagement für heterogene Finanzportfolios
Moys, Gunnar - 2018
Persistent link: https://www.econbiz.de/10011776858
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Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad - In: Applied economics letters 25 (2018) 3, pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
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Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong; Lehnert, Thorsten - 2017
Persistent link: https://www.econbiz.de/10011817658
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Risk management for private equity funds
Buchner, Axel - In: Journal of risk 19 (2017) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
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Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Sigauke, Casto - In: Economics, management and financial markets 11 (2016) 4, pp. 33-48
Persistent link: https://www.econbiz.de/10011868092
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Are value at risk and maximum drawdown different from volatility in stock market?
Kim, Soo-Hyun - In: The journal of applied business research 34 (2018) 2, pp. 217-222
Persistent link: https://www.econbiz.de/10011868772
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Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
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Dynamic risk management of commodity operations : model and analysis
Devalkar, Sripad K.; Anupindi, Ravi; Sinha, Amitabh - In: Manufacturing & service operations management : M & SOM 20 (2018) 2, pp. 317-332
Persistent link: https://www.econbiz.de/10011876715