University of Braunschweig - Institute of Technology, Department of Finance
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Concentration Risk, Pillar 2, Multi-Factor Models, Economic Capital, Simulation Study, Value at Risk, Expected Shortfall
portfolio selection, estimators of moments, simulation study, capital market study, mean-variance optimization, resampled efficiency
Bank loans, Credit risk, Forecasting, Loss given default, Workout process
CAT Bonds, Alternative Risk Transfer, Premium Calculation Models, Empirical Analysis
CAT Bonds, Financial Crisis, Catastrophe Events, Risk Premium
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Granger-causality, iTraxx Indices, Credit Default Swaps, Day-of-the-Week-Effect, Feedback System
bias in beta, borrowing restrictions, Capital Asset Pricing Model, HARA utility, performance evaluation, two-fund separation
delta-normal model, volatility, Value at Risk (VaR), heteroscedastic asset returns, non-stationarity, non-parametric regression, innovation modelling, forecasting, backtesting
analysts` forecasts, CAPM, implied returns, market risk premium, portfolio optimization, return estimation
analysts’ dividend forecasts, equity premium puzzle, implied rate of return, portfolio optimization
security design, asset-backed securities, retention, credit spreads
Basel II, Coherent Risk Capital, Regulatory Capital, Separation
Demand Surge, Natural Catastrophes, Reconstruction, Insured Losses
heteroscedasticity, non-stationarity, nonparametric regression, volatility, covariance matrix, innovation modeling, asymmetric heavy-tails, multivariate distributional forecast, empirical studies
Household finance, credit risk, bankruptcy, checking accounts, credit cards
heteroscedastic asset returns, non-stationarity, nonparametric regression, volatility, innovation modelling, forecasting, Value at Risk (VaR), ARCH-models
inequality aversion, externalities, direct effects, indirect effects
Tournament, promotion, competitive labor market, heterogeneity, learning
non-stationary financial returns, nonparametric regression, volatility, covariance matrix, innovation modeling, asymmetric heavy-tails, distributional forecast, Value at Risk (VaR)
explicit contracts, implicit contracts, separating equilibrium, substitutes, strategic complementarity
promotion, signaling, discrimination, positive discrimination policy, inequality
File name: j-6975.
Public Covered Bonds, Risk Premiums, Financial Crisis, Sovereign Debt Crisis, Threshold Regression
Subsidy, Secondary Markets, Durable Goods, Automobile Industry, Policy Evaluation, Residual Value Risk
Tournament, promotion, learning, experiment
Irreversibility, investment, announcement effect, subsidy, tax
investor specific performance measure, performance evaluation, prudence, skewness preferences
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