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Risk allocation : a new invest...
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Gupta, Rangan
85
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58
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56
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56
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55
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55
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53
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50
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48
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46
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46
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45
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44
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42
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42
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40
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40
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39
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39
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39
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38
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36
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35
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35
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34
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34
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33
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33
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32
Reis, Ricardo
32
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32
Bollerslev, Tim
31
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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ArchiDok
1
Showing
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1
CAViaR : conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
2
CAViaR : conditional value at
risk
by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
3
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
4
Tail
risk
concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
5
Asset
allocation
and
risk
allocation
: can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.
;
Shoven, John B.
-
2000
Persistent link: https://www.econbiz.de/10001465721
Saved in:
6
Asset
allocation
and
risk
allocation
: can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.
;
Shoven, John B.
-
1999
Persistent link: https://www.econbiz.de/10001376928
Saved in:
7
Asset
allocation
and
risk
allocation
: can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.
;
Shoven, John B.
- In:
Risk aspects of investment-based social security reform
,
(pp. 11-32)
.
2001
Persistent link: https://www.econbiz.de/10001567815
Saved in:
8
Hedging and
investment
trade-offs in the U.S. oil industry
Ferriani, Fabrizio
;
Veronese, Giovanni
- In:
Energy economics
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
Saved in:
9
Government price manipulations and fictional economic booms
Cleveland, Paul A.
- In:
The journal of private enterprise
12
(
1996/97
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10001530133
Saved in:
10
Decision model and analysis for
investment
interest expense deduction and
allocation
Lee, Zu-hsu
;
Deng, Shiming
;
Lin, Beixin
;
Yang, James G. S.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 268-280
Persistent link: https://www.econbiz.de/10003895174
Saved in:
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