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Mostly prior-free asset allocation
Chassang, lvain - In: Journal of risk 21 (2018/2019) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011981403
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Making Cornish-Fisher fit for risk measurement
Lamb, John D.; Monville, Maura E.; Tee, Kaihong - In: Journal of risk 21 (2018/2019) 5, pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
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Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf; Rösch, Daniel; Scheule, Harald - In: Journal of risk 18 (2016) 6, pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D. - In: Journal of risk 19 (2016) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
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The temporal dimension of risk
Mahmoud, Ola - In: Journal of risk 19 (2016/2017) 3, pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
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Correlated idiosyncratic volatility shocks
Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
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A numerical approach to the risk capital allocation problem
Gzyl, Henryk; Mayoral, Silvia - In: Journal of risk 23 (2021) 5, pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
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Fund size and the stability of portfolio risk
Ewen, Martin; Rieger, Marc Oliver - In: Journal of risk 22 (2019/2020) 6, pp. 65-87
Persistent link: https://www.econbiz.de/10012421711
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob; Hesse, Frederik; Boeve, Rolf; Pfingsten, … - In: Journal of risk 18 (2016) 5, pp. 101-136
Persistent link: https://www.econbiz.de/10011598393