arXiv 2018-01-26 EN On a capital allocation principle coherent with the Solvency 2 standard formula Baione, Fabio · De Angelis, Paolo · Granito, Ivan
arXiv 2018-01-19 EN Modelo de maturidade em gerenciamento de riscos em projetos (Project Risk Management Model Maturity) Antunes, Ricardo · Birchal, Daniel · Abijaodi, João Márcio · Abreu, Paulo +1
arXiv 2018-01-11 EN Is there a housing bubble in China Zhi, Tianhao · Li, Zhongfei · Jiang, Zhiqiang · Wei, Lijian +1
arXiv 2017-12-06 EN Risk Apportionment: The Dual Story Eeckhoudt, Louis R. · Laeven, Roger J. A. · Schlesinger, Harris
arXiv 2017-11-23 EN Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison Sabitova, Kamilla
arXiv 2017-11-17 EN Multi-objective risk-averse two-stage stochastic programming problems Ararat, Çağın · Çavuş, Özlem · Mahmutoğulları, Ali İrfan
arXiv 2017-11-01 EN Optimizing S-shaped utility and implications for risk management Armstrong, John · Brigo, Damiano
arXiv 2017-10-30 EN Statistical validation of financial time series via visibility graph Serafino, Matteo · Gabrielli, Andrea · Caldarelli, Guido · Cimini, Giulio
arXiv 2017-10-29 EN Research on ruin probability of risk model based on AR(1) series Li, Wenhao · Wang, Bolong · Shen, Tianxiang · Zhu, Ronghua +1
arXiv 2017-10-13 EN A General Framework for Portfolio Theory. Part II: drawdown risk measures Maier-Paape, Stanislaus · Zhu, Qiji Jim
arXiv 2017-10-04 EN On Drawdown-Modulated Feedback Control in Stock Trading Hsieh, Chung-Han · Barmish, B. Ross
arXiv 2017-10-04 EN Kelly Betting Can Be Too Conservative Hsieh, Chung-Han · Barmish, B. Ross · Gubner, John A.
arXiv 2017-10-02 EN Managing Volatility Risk: An Application of Karhunen-Loève Decomposition and Filtered Historical Simulation Yao, Jinglun · Laurent, Sabine · Bénaben, Brice
arXiv 2017-09-28 EN Equilibrium distributions and discrete Schur-constant models Castañer, Anna · Claramunt, M Mercè
arXiv 2017-09-04 EN Risk-Minimizing Hedging of Counterparty Risk Bo, Lijun · Capponi, Agostino · Ceci, Claudia
arXiv 2017-08-31 EN Extending Yagil exchange ratio determination model to the case of stochastic dividends Mainini, Alessandra · Moretto, Enrico
arXiv 2017-08-30 EN Value-at-Risk and Expected Shortfall for the major digital currencies Stavroyiannis, Stavros
