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The effects of dependent beliefs on endogenous leverage
Hoelle, Matthew - In: Journal of mathematical economics 73 (2017), pp. 68-80
Persistent link: https://www.econbiz.de/10011842083
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An examination of tail dependence in Bordeaux futures prices and Parker ratings
Cyr, Don J.; Kwong, Lester; Sun, Ling - In: Journal of wine economics 12 (2017) 3, pp. 252-266
Persistent link: https://www.econbiz.de/10011844423
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Dynamic robust portfolio selection with copulas
Han, Yingwei; Li, Ping; Xia, Yong - In: Finance research letters 21 (2017), pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
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Risk- and value-based management for non-life insurers under solvency constraints
Eckert, Johanna; Gatzert, Nadine - In: European journal of operational research : EJOR 266 (2018) 2, pp. 761-774
Persistent link: https://www.econbiz.de/10011811930
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Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo; Petroni, Filippo - In: European journal of operational research : EJOR 267 (2018) 2, pp. 765-777
Persistent link: https://www.econbiz.de/10011812746
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Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina; Ponomareva, Natalia - In: Applied economics 49 (2017) 15, pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
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Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 67 (2017), pp. 149-158
Persistent link: https://www.econbiz.de/10011813794
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Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre; Maurer, Frantz - In: Economic modelling 67 (2017), pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
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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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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712