Original research When betas meet the cross section: a hybrid risk model for equity portfolios 19 Jan 2026
Original research Is climate policy uncertainty positively or negatively priced in the stock market, and why? 13 Jan 2026
Original research Asymptotic behavior of systemic risk based on the higher-moment capital allocation 13 Nov 2025
Original research Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory 13 Nov 2025