Original research Research on the premium for the joint lower-tail risk of liquidity and investor sentiment 20 Sep 2023
Original research Extremes of extremes: risk assessment for very small samples with an exemplary application for cryptocurrency returns 15 Sep 2023
Original research An approach to capital allocation based on mean conditional value-at-risk 10 Aug 2023
Original research Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation 25 Jul 2023
Original research Uncovering the hidden impact: noninvestor disagreement and its role in asset pricing 06 Jul 2023