1
Assuntos:
“...Tail risk...”
Applications of nonlinear stochastic discount factors in performance analysis and tail risk
Tese
2
Assuntos:
“...Tail risk...”
Dynamic vine copulas for tail risk assessment in energy commodities
Dissertação
3
Assuntos:
“...tail-risk hedging...”
Tail risk hedging - gestão de risco em dados de alta frequência
Dissertação
4
Assuntos:
“...Tail risk...”
An SDF approach to hedge funds’ tail risk: evidence from Brazilian funds
Dissertação
5
Assuntos:
“...Tail risk...”
Nonparametric tail risk, macroeconomics and stock returns: predictability and risk premia
Dissertação