| 1 |
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Accounting for nonnormality in liquidity risk
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Ernst, C.; Stange, S.; Kaserer, C.
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Incisive Media
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2012
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| 2 |
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Are real investment decisions based on risk-adjusted performance measures consistent with maximizing shareholder value?
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Lampenius, N.
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Incisive Media
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2012
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| 3 |
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A variational derivation of risk-adjusted performance measures
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Xiang, G.; Liu, J.; Wang, Q.
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Incisive Media
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2012
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| 4 |
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Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
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Kalinchenko, K.; Uryasev, S.; Rockafellar, R.T.
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Incisive Media
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2012
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| 5 |
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Cashflow replication with mismatch constraints
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Chen, W.; Skoglund, J.
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Incisive Media
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2012
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| 6 |
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Efficient pricing and Greeks in the cross-currency LIBOR market model
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Beveridge, C.J.; Joshi, M.S.; Wright, W.M.
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Incisive Media
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2012
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| 7 |
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Failure of the saddlepoint method in the presence of double defaults
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Lutkebohmert, E.
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Incisive Media
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2012
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| 8 |
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Fitting the generalized Pareto distribution to commercial fire loss severity: evidence from Taiwan
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Lee, W.-C.
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Incisive Media
|
2012
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| 9 |
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Incorporating forward-looking market data into linear multifactor fundamental models
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Miranyan, L.
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Incisive Media
|
2012
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| 10 |
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Modeling overnight and daytime returns using a multivariate generalized autoregressive conditional heteroskedasticity copula model
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Kang, L.; Babbs, S.H.
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Incisive Media
|
2012
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| 11 |
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Pricing to acceptability: with applications to valuation of one's own credit risk
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Eberlein, E.; Gehrig, T.; Madan, D.B.
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Incisive Media
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2012
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| 12 |
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Risk sharing and individual life-cycle investing in funded collective pensions
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Molenaar, R.D.J.; Ponds, E.H.M.
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Incisive Media
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2012
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| 13 |
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Sample tangency portfolio, representativeness and ambiguity: impact of the law of small numbers
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Yanou, G.
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Incisive Media
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2012
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| 14 |
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Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations
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Rab, N.; Warnung, R.
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Incisive Media
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2012
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| 15 |
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The importance of attributing active risk to benchmark-relative sources
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Davis, B.; Menchero, J.
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Incisive Media
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2012
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| 16 |
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The Sharpe ratio efficient frontier
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Bailey, D.H.; de Prado, M.L.
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Incisive Media
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2012
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| 17 |
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Value-at-risk and ruin probability
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Ren, J.
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Incisive Media
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2012
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기사
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