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Nonparametric inference for distortion risk measures on tail regions
1 个回复 - 257 次查看【作者(必填)】 3 【文题(必填)】Nonparametric inference for distortion risk measures on tail regions 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ab ...2023-1-25 21:53 - internet.hzx - 求助成功区

Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecas
1 个回复 - 401 次查看【作者(必填)】Yannick Hoga 【文题(必填)】Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic ...2022-10-30 15:56 - hnhs100 - 求助成功区

【经典教材系列】Advances in Heavy Tailed Risk
88 个回复 - 7578 次查看 2015年最新教材（共662页）降价出售期已过！如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽 ...2015-5-28 09:09 - wwqqer - 金融学（理论版）

Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
1 个回复 - 400 次查看【作者(必填)】 2323 【文题(必填)】 Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/0 ...2022-7-22 12:29 - internet.hzx - 求助成功区

Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Fina
1 个回复 - 533 次查看【作者(必填)】Zifeng Zhao 【文题(必填)】Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets 【年份(必填)】2021 【全文链接或数据库名称(选填)】https:// ...2022-4-28 08:23 - Terry950901 - 求助成功区

TENET: Tail-Event driven NETwork risk
2 个回复 - 838 次查看【作者(必填)】 2323 【文题(必填)】 TENET: Tail-Event driven NETwork risk【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0304407616300161#! ...2022-4-6 21:30 - internet.hzx - 求助成功区

文献求助Tail dependence and heavy tailedness in extreme risks
1 个回复 - 612 次查看【作者(必填)】 LiuyanJia[/backcolor]Ken SengTanb[/backcolor]FanYangc[/backcolor] 【文题(必填)】 Tail dependence and heavy tailedness in extreme risks【年份(必填)】 2021 【全文链接或数据库名称(选填 ...2022-3-8 21:45 - 呓暝悠殇 - 求助成功区

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1151 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence est
1 个回复 - 627 次查看【作者(必填)】 2323 【文题(必填)】 Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirec ...2021-6-21 22:05 - internet.hzx - 求助成功区

Capturing deep tail risk via sequential learning of quantile dynamics
1 个回复 - 733 次查看【作者(必填)】 23 【文题(必填)】 Capturing deep tail risk via sequential learning of quantile dynamics【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article ...2021-6-13 22:50 - internet.hzx - 求助成功区

Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
1 个回复 - 659 次查看【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2021-5-6 22:20 - internet.hzx - 文献求助专区

How to Day Trade---A Detailed Guide to Day Trading Strategies, Risk Management,
0 个回复 - 772 次查看 How to Day Trade---A Detailed Guide to Day Trading Strategies, Risk Management, and Trader Psychology By Ross Cameron Ross Cameron是现在油管炙手可热的日内交易大神. 日入几十万美金的利润让他有众多的 ...2021-5-4 05:35 - blabla333 - 新手入门区

求 Tail Risk Hedging一书的PDF版本
6 个回复 - 2927 次查看【作者(必填)】Vineer Bhansali 【文题(必填)】 TAIL RISK HEDGING: Creating Robust Portfolios for Volatile Markets 1st Edition 【年份(必填)】 ...2016-4-20 17:21 - sbjc1988 - 文献求助专区

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 501 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区

Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk M
1 个回复 - 694 次查看【作者(必填)】 3 【文题(必填)】 Extreme and Inference for Tail Gini Functionals With Applications in Tail Risk Measurement 【年份(必填)】 d 【全文链接或数据库名称(选填)】https://www.tandfonline. ...2020-10-21 17:44 - internet.hzx - 求助成功区

Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
1 个回复 - 477 次查看【作者(必填)】 23 【文题(必填)】 Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.10 ...2020-9-14 11:30 - internet.hzx - 求助成功区

Nonparametric Tail Risk, Stock Returns, and the Macroeconomy
0 个回复 - 449 次查看【作者(必填)】Caio Almeida, Kym Ardison, René Garcia, Jose Vicente 【文题(必填)】Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 【年份(必填)】2017 【全文链接或数据库名称(选填)】h ...2020-3-21 15:13 - hnhs100 - 文献求助专区

A generalization of multivariate Pareto distributions: tail risk measures, divid
2 个回复 - 607 次查看【作者(必填)】 23 【文题(必填)】 A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics 【年份(必填)】 23 【全文链接或数据库名称(选填)】ht ...2019-1-29 23:58 - internet.hzx - 求助成功区

Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatili
2 个回复 - 489 次查看【作者(必填)】Sofiane Aboura 【文题(必填)】Can Tail Risk Explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatility Anomalies 【年份(必填)】2019 【全文链接或数据库名称(选填)】https: ...2019-5-9 09:14 - MemMao - 求助成功区

Retail Credit Risk Management
25 个回复 - 3531 次查看 2013年最新教材，降价出售3天，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。欢 ...2016-11-28 00:05 - wwqqer - 世界经济与国际贸易

Modelling Financial Risks. Fat Tails, Volatility Clustering and Copulae
3 个回复 - 1786 次查看【作者(必填)】Bernhard Pfaff 【文题(必填)】Modelling Financial Risks. Fat Tails, Volatility Clustering and Copulae 【年份(必填)】2010 【全文链接或数据库名称(选填)】2013-11-22 15:26 - lipj - 求助成功区

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models
1 个回复 - 710 次查看【作者(必填)】 Yong 【文题(必填)】 Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/a ...2018-8-13 22:17 - internet.hzx - 求助成功区

Volatility, correlation and tails for systemic risk measurement
1 个回复 - 1074 次查看【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区

Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long me
1 个回复 - 480 次查看【作者(必填)】 Ping-TsungWuaShwu-JaneShiehb 【文题(必填)】 Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations【年份(必填)】 2007 【全文链接 ...2018-1-13 22:33 - internet.hzx - 求助成功区

Revising Equity Valuation with Tail Risk
1 个回复 - 866 次查看【作者(必填)】Maggie Copeland, Thomas Copeland, and Timothy Copeland 【文题(必填)】Revising Equity Valuation with Tail Risk 【年份(必填)】Summer 2017, Vol. 43, No. 4: pp. 100-111 【全文链接或 ...2017-10-22 08:20 - lopemann - 求助成功区

Backtesting Expected Shortfall: Accounting for Tail Risk
1 个回复 - 688 次查看【作者(必填)】 Zaichao Du 【文题(必填)】 Backtesting Expected Shortfall: Accounting for Tail Risk【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs/10.1287/mn ...2017-10-4 21:09 - internet.hzx - 求助成功区

Risk Theory - A Heavy Tail Approach
3 个回复 - 1077 次查看 Risk Theory - A Heavy Tail Approach By (author): Dimitrios G Konstantinides (University of the Aegean, Greece) This book is written to help graduate students and young researchers to enter q ...2017-9-27 13:39 - martinnyj - 金融学（理论版）

The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Managemen
10 个回复 - 2069 次查看【作者(必填)】Raymond Anderson 【文题(必填)】The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation 【年份(必填)】 2007 【全文链接或数据库名称 ...2016-8-7 12:48 - johnzi0128 - 求助成功区

Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal E
9 个回复 - 1255 次查看【作者(必填)】 sdf 【文题(必填)】 Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academ ...2017-9-8 00:58 - internet.hzx - 求助成功区

Tail risk and systemic risk of US and Eurozone financial institutions in the wak
2 个回复 - 554 次查看【作者(必填)】 etmansa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspaceOpens the author workspace. Author links open the au ...2017-8-23 22:45 - internet.hzx - 求助成功区

Multiple risk measures for multivariate dynamic heavy–tailed models
1 个回复 - 529 次查看【作者(必填)】 [*]Mauro Bernardi, Antonello Maruotti, Lea Petrella 【文题(必填)】 Multiple risk measures for multivariate dynamic heavy–tailed models 【年份(必填)】 2017 【全文链接或数据库名称 ...2017-7-31 22:30 - internet.hzx - 求助成功区

Offensive Risk Management II: The Case for Active Tail Hedging
4 个回复 - 945 次查看【作者(必填)】Vineer Bhansali and Joshua M. Davis 【文题(必填)】Offensive Risk Management II: The Case for Active Tail Hedging 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.iijo ...2017-5-9 17:15 - MemMao - 求助成功区

Tail Risk Management
7 个回复 - 861 次查看【作者(必填)】Vineer Bhansali 【文题(必填)】Tail Risk Management 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jpm.2008.7099822017-5-9 17:17 - MemMao - 求助成功区

尾部风险（tail risk）相关研究比较好的论文文献有哪些？
0 个回复 - 1662 次查看最近在学习尾部风险，请问有哪些关于关于尾部风险研究比较好的论文可以看看的？2017-4-17 12:15 - Amber21X - 风险管理

Hybrid Tail Risk and Expected Stock Returns
2 个回复 - 1168 次查看【作者(必填)】Turan G. Bali, Nusret Cakici, and Robert F. Whitelaw 【文题(必填)】Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog 【年份(必填)】2014 【全文链接或数据 ...2014-10-14 09:46 - nkky2011 - 求助成功区

A general approach to integrated risk management with skewed, fat-tailed risks
2 个回复 - 576 次查看【作者(必填)】 Joshua V. Rosenberg1, , Til Schuermann 【文题(必填)】 A general approach to integrated risk management with skewed, fat-tailed risks【年份(必填)】 2006 【全文链接或数据库名称(选填) ...2016-5-4 11:55 - internet.hzx - 求助成功区

Why does skewness and the fat-tail effect influence value-at-risk estimates
3 个回复 - 791 次查看【作者(必填)】 [*]Jung-Bin Sua, , , [*]Ming-Chih Leeb, 1, , [*]Chien-Liang Chiub, 2, 【文题(必填)】 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from a ...2016-4-7 18:05 - internet.hzx - 求助成功区

Why does skewness and the fat-tail effect influence value-at-risk estimates? Evi
1 个回复 - 482 次查看【作者(必填)】 [*]Jung-Bin Sua, , , [*]Ming-Chih Leeb, 1, , [*]Chien-Liang Chiub 【文题(必填)】 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from altern ...2016-4-3 14:33 - internet.hzx - 求助成功区

Detail Solution - Introduction To Derivatives And Risk Management 7th and 8th
2 个回复 - 886 次查看 A FULL and RARE detail solution for the famous classic textbook in derivative "Introduction To Derivatives And Risk Management" 7th and 8th by Chance and Brooks! Let enjoy!2015-12-4 21:34 - leanhdung - 微观经济学

Tail approximation for reinsurance portfolios of Gaussian-like risks
2 个回复 - 651 次查看【作者(必填)】Julia Farkasa & Enkelejd Hashorva 【文题(必填)】Tail approximation for reinsurance portfolios of Gaussian-like risks 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www. ...2015-12-6 07:20 - yhzhong - 求助成功区

Portfolio Credit Risk Modelling With Heavy Tailed Risk Factors (2007).
3 个回复 - 1726 次查看极值分布下的信用资产管理挑战金融理论中最基本的正态分布假设，很具有现实意义与实用价值2009-11-19 17:29 - DEXA - 金融学（理论版）

Dual-channel supply chain pricing decisions with a risk-averse retailer
1 个回复 - 820 次查看【作者(必填)】 Bo Lia*, Ping Chena, Qinghua Lia & Weiguang Wanga 【文题(必填)】 Dual-channel supply chain pricing decisions with a risk-averse retailer【年份(必填)】 2014 【全文链接或数据库名称(选 ...2015-4-24 10:31 - jeaff - 求助成功区

Tail Risk and Asset Prices
2 个回复 - 1221 次查看【作者(必填)】Bryan Kelly Hao Jiang 【文题(必填)】 Tail Risk and Asset Prices 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/content/early/2014/07/27/rfs.hhu ...2014-7-30 16:32 - nkky2011 - 求助成功区

求：Managing Risks in Commercial and Retail Banking
2 个回复 - 1569 次查看作者：Amalendu Ghosh2013-2-18 10:33 - Hold住爱 - 悬赏大厅

Accenture Risk Management Industry Report: Retail
25 个回复 - 2337 次查看 Accenture Risk Management Industry Report: Retail **** 本内容被作者隐藏 ****2012-3-2 17:52 - magicv - 行业分析报告

Wiley new book Managing Risks in Commercial and Retail Banking
3 个回复 - 1797 次查看 Managing Risks in Commercial and Retail Banking By Amalendu Ghosh 2012 | 480 Pages | ISBN: 111810353X | EPUB | 3 MB A practical guide to the practices and procedures of effectively manag ...2013-3-19 00:30 - eurwalt - 金融学（理论版）

Multivariate risk models under heavy-tailed risks
2 个回复 - 788 次查看【作者(必填)】Wei Huang1, Chengguo Weng2, Yi Zhang1,* 【文题(必填)】Multivariate risk models under heavy-tailed risks 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2013-5-9 21:23 - lipj - 求助成功区

求2篇working paper: Momentum Crashes 和 Tail Risk in Momentum Strategy Returns
4 个回复 - 1110 次查看求2篇working paper，都是来自 Kent D. Daniel的主页 http://www.columbia.edu/~kd2371/ [*]``Momentum Crashes,'' with Tobias Moskowitz. (revised, September 26, 2012). [*]``Tail Risk in Momentum Strate ...2013-2-27 11:24 - lk1966mail - 求助成功区

A Value Investor’s Perspective on Tail Risk Protection
0 个回复 - 971 次查看 An Ode to the Joy of Cash GMO的文章，大家可以认真看一下 Keynes argued that the “central principle of investment is to go contrary to general opinion, on the grounds that, if everyone is agreed abo ...2011-6-28 10:20 - lqs78 - 投资人（实务版）

Fat-tail Climate Risks, Mechanism design, and Reputation-肥尾气候风险、机制设计和声誉
0 个回复 - 413 次查看 2006-3-21 02:42 - 寻租行为669 - Forum

Fat-tail Climate Risks, Mechanism design, and Reputation
0 个回复 - 270 次查看 2006-3-20 23:49 - 营销战略044 - Forum

The Pricing of Tail Risk and the Equity Premium: Evidence from Internationa...
0 个回复 - 225 次查看 2004-12-9 21:20 - 国史十六讲104 - Forum

Tail Risk Premia and Return Predictability-尾部风险溢价和回报可预测性
0 个回复 - 207 次查看 2004-11-26 21:02 - 股东权益比率624 - Forum

Tails, Fears and Risk Premia
0 个回复 - 208 次查看 2004-10-12 18:34 - 货币需求188 - Forum

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