Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of banking & finance
1. Verfasser: Brandtner, Mario (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: April 2018
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Scenario-free analysis of financial stability with interacting contagion channels 2023 Wiersema, Garbrand
Two faces of the size effect 2023 Guo, Laite
Political connections and short sellers 2023 Jia, Yuecheng
Stock liquidity and algorithmic market making during the COVID-19 crisis 2023 Chakrabarty, Bidisha
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates 2023 Berkman, Henk
COVID-19 pandemic and global corporate CDS spreads 2023 Hasan, Iftekhar
The reallocation effects of COVID-19 : evidence from venture capital investments around the world 2023 Bellucci, Andrea
Enhanced momentum strategies 2023 Hanauer, Matthias
The pricing of skewness over different return horizons 2023 Aretz, Kevin
Does unconventional monetary policy boost local economic development? : the case of TLTROs and Italy 2023 Perdichizzi, Salvatore
Common institutional blockholders and tail risk 2023 Cheng, C. S. Agnes
The agency costs of family ownership : evidence from innovation performance 2023 Chi, Yung-Ling
Does non-punitive regulation diminish stock price crash risk? 2023 Lu, Jing
Cognitive ability, cognitive aging, and debt accumulation 2023 Angrisani, Marco
What drives stock market participation? : the role of institutional, traditional, and behavioral factors 2023 Kaustia, Markku
A machine learning attack on illegal trading 2023 James, Robert
Banks, non-banks, and the incorporation of local information in CMBS loan pricing 2023 Eichholtz, Piet
Does public corruption affect analyst forecast quality? 2023 El Ghoul, Sadok
Evaluating the validity of regulatory interest rate risk measures : a simulation approach 2023 Claußen, Catharina
Is lending distance really changing? : distance dynamics and loan composition in small business lending 2023 Adams, Robert M.
Alle Artikel auflisten