Another look at the implied and realised volatility relation : a copula-based approach
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2020 |
Pérez Rodríguez, Jorge V. |
Geopolitical risk revealed in international investment and world trade
|
2020 |
Wang, Yong |
Singular spectrum analysis for modelling the hard-to-model risk factors
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2020 |
Berenguer, Andrés |
An integrated plithogenic MCDM approach for financial performance evaluation of manufacturing industries
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2020 |
Abdel-Basset, Mohamed |
Comparison study of two-step LGD estimation model with probability machines
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2020 |
Tanoue, Yuta |
Cybersecurity hazards and financial system vulnerability : a synthesis of literature
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2020 |
Uddin, Md Hamid |
Risk governance, banks affiliated to business groups, and foreign ownership
|
2020 |
Chavarín Rodríguez, Rubén A. |
Which interbank net is the safest?
|
2020 |
Zedda, Stefano |
Liability-driven investments of life insurers under investment credit risk
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2020 |
Georgiopoulos, Nick |
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
|
2020 |
Chan, Raymond H. |
Research on RMB exchange rate forecast based on the neural network model and the Nelson-Siegel model
|
2020 |
Hua, Rui |
Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach
|
2020 |
Wen, Fenghua |
China's growing influence and risk in Asia-Pacific stock markets : evidence from spillover effects and market integration
|
2020 |
Ma, Xiaomeng |
Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk
|
2019 |
Guo, Xu |
A fuzzy approach for the estimation of foreign investment risk based on values of rating indices
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2019 |
Hašková, Simona |
Common shock approach to counterparty default risk of reinsurance
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2019 |
Hendrych, Radek |
Modeling and pricing of space weather derivatives
|
2019 |
Lemmerer, Birgit |
Relationship banking and information technology : the role of artificial intelligence and FinTech
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2019 |
Jaks̆ic̆, Marko |
Regulatory and governance impacts on bank risk-taking
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2019 |
Schnatterly, Karen |
Farinelli and Tibiletti ratio and stochastic dominance
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2019 |
Guo, Xu |