Issues

Stand-alone vs systemic risk-taking of financial institutions

Sascha Strobl
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Stand-alone vs systemic risk-taking of financial institutions

A Bayesian inference model for the credit rating scale

Philipp Gmehling; Pierfrancesco La Mura
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for A Bayesian inference model for the credit rating scale

Portfolio dynamics under illiquidity

Axel Buchner
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Portfolio dynamics under illiquidity

RiskTRACK: the five-factor model for measuring risk tolerance

Hunter Matthew Holzhauer; Xing Lu; Robert McLeod; Jun Wang
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for RiskTRACK: the five-factor model for measuring risk tolerance

Time variation paths of risk sensitivities of bank stocks in the past two decades

Kaiyi Chen; Ling T. He; R.B. Lenin
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Time variation paths of risk sensitivities of bank stocks in the past two decades

Sensitivity analysis of market and stock returns by considering positive and negative jumps

Ourania Theodosiadou; Vassilis Polimenis; George Tsaklidis
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Sensitivity analysis of market and stock returns by considering positive and negative jumps