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291
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
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292
Risk averse supply portfolio selection with supply, demand and spot market volatility
Merzifonluoglu, Yasemin
- In:
Omega : the international journal of management science
57
(
2015
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011416051
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293
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
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294
Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian
;
Cavaliere, Giuseppe
;
Monti, Alice
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
Saved in:
295
Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena
;
Consiglio, Andrea
;
Erce, Aitor
; …
-
2018
Persistent link: https://www.econbiz.de/10011948222
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296
Contingent convertible bonds for sovereign debt risk management
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of globalization and development
9
(
2018
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012003110
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297
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
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298
Coping with risk management and fill rate in the loss-averse newsvendor model
Xu, Xinsheng
;
Chan, Chi Kin
;
Langevin, André
- In:
International journal of production economics
195
(
2018
),
pp. 296-310
Persistent link: https://www.econbiz.de/10011802131
Saved in:
299
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
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300
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
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