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Results 71-80 of 117.
Year of PublicationTitleAuthor(s)
2019Market-risk optimization among the developed and emerging markets with cvar measure and copula simulation
In: volume: 7, 2019, issue: 3, p. 1-20
Trabelsi, Nader; Tiwari, Aviral Kumar
2019Imbalance market real options and the valuation of storage in future energy systems
In: volume: 7, 2019, issue: 2, p. 1-30
Moriarty, John; Palczewski, Jan
2019Bail-in or bail-out? Correlation networks to measure the systemic implications of bank resolution
In: volume: 7, 2019, issue: 1, p. 1-25
Giudici, Paolo; Parisi, Laura
2019An object-oriented Bayesian framework for the detection of market drivers
In: volume: 7, 2019, issue: 1, p. 1-18
De Giuli, Maria Elena; Greppi, Alessandro; Resta, Marina
2019A general framework for portfolio theory, part III, multi-period markets and modular approach
In: volume: 7, 2019, issue: 2, p. 1-31
Maier-Paape, Stanislaus; Platen, Andreas; Zhu, Qiji Jim
2010Machine learning in banking risk management: A literature review
In: volume: 7, 2019, issue: 1, p. 1-22
Leo, Martin; Sharma, Suneel; Maddulety, K.
2019A renewal shot noise process with subexponential shot marks
In: volume: 7, 2019, issue: 2, p. 1-8
Chen, Yiqing
2019Conditional variance forecasts for long-term stock returns
In: volume: 7, 2019, issue: 4, p. 1-22
Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; Sperlich, Stefan
2019A review of first-passage theory for the Segerdahl-Tichy risk process and open problems
In: volume: 7, 2019, issue: 4, p. 1-21
Avram, Florin; Perez-Garmendia, Jose-Luis
2019Revisiting calibration of the solvency II standard formula for mortality risk: Does the standard stress scenario provide an adequate approximation of value-at-risk?
In: volume: 7, 2019, issue: 2, p. 1-24
Gylys, Rokas; Šiaulys, Jonas