A Risk-Based Approach for Asset Allocation with A Defaultable Share

Author： Shen Yang   Siu Tak Kuen  

Publisher： MDPI

E-ISSN： 2227-9091|6|1|14-14

ISSN： 2227-9091

Source： Risks, Vol.6, Iss.1, 2018-02, pp. : 14-14

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Copula-Based Factor Models for Multivariate Asset Returns

By Ivanov Eugen   Min Aleksey   Ramsauer Franz  

Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. : 20-20

MDPI

Access to resources Recommend Favorite

On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory

By Assa Hirbod   Morales Manuel   Omidi Firouzi Hassan  

Risks, Vol. 4, Iss. 3, 2016-08 ,pp. : 30-30

MDPI

Access to resources Recommend Favorite

Optimal Reinsurance: A Risk Sharing Approach

By Balbas Alejandro   Balbas Beatriz   Balbas Raquel  

Risks, Vol. 1, Iss. 2, 2013-08 ,pp. : 45-56

MDPI

Access to resources Recommend Favorite

Portability, Salary and Asset Price Risk: A Continuous-Time Expected Utility Comparison of DB and DC Pension Plans

By Chen An   Uzelac Filip  

Risks, Vol. 3, Iss. 1, 2015-03 ,pp. : 77-102

MDPI

Access to resources Recommend Favorite

Lambda Value at Risk and Regulatory Capital: A Dynamic Approach to Tail Risk

By Hitaj Asmerilda   Mateus Cesario   Peri Ilaria  

Risks, Vol. 6, Iss. 1, 2018-03 ,pp. : 17-17

MDPI

Access to resources Recommend Favorite