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Model risk in the over-the-counter market

Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784

Persistent link: https://www.econbiz.de/10013206897

A verification model to capture option risk and hedging based on a modified underlying beta

Shen, Chuan-He; Liu, Yang - In: The journal of risk model validation 15 (2021) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10014540158

The term structure of systematic and idiosyncratic risk

Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017

We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the …

Persistent link: https://www.econbiz.de/10011751173

The incremental information content of innovations in implied idiosyncratic volatility

Moll, Cliff R.; Huffman, Stephen P. - In: Review of financial economics : RFE 30 (2016), pp. 33-44

Persistent link: https://www.econbiz.de/10011579946

Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models

Wang, Chou-Wen; Huang, Hong-Chih - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 501-525

Persistent link: https://www.econbiz.de/10011729607

Valuing variable annuity guarantees on multiple assets

Fonseca, José da; Ziveyi, Jonathan - In: Scandinavian actuarial journal (2017) 3, pp. 209-230

Persistent link: https://www.econbiz.de/10011772102

Volatility, distress risk, and the cross-section of portfolio returns

Sabbaghi, Omid - In: Review of accounting & finance 14 (2015) 2, pp. 149-171

Persistent link: https://www.econbiz.de/10011308963

Risk conception and evaluation in Taiwan financial markets

Jan, Ying-Ching - In: Inventi impact: emerging economies (2015) 3, pp. 180-191

Persistent link: https://www.econbiz.de/10011404333

Crises and Uncertainty in the Economy

Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.); … - 2022

the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate … Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country. … and raised economic uncertainty. This book asserts that markets integration have boosted contagion and risk spillovers …

Persistent link: https://www.econbiz.de/10013503483

Computational finance

Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

of numerical methods for pricing, hedging, and risk management of financial instruments. …

Persistent link: https://www.econbiz.de/10012309311