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Citations Article
4
Article: Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital
by  and Jr.
4
Article: Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness
by
4
Article: Stock Returns and Risk: Evidence from Quantile
by  and
3
Article: Dependency Relations among International Stock Market Indices
by ,  and
2
Article: Corporate Risk Disclosure and Corporate Governance
by
1
Article: Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information
by ,  and
1
Article: Risk Measures and Portfolio Optimization
by  and
1
Article: Pricing a Collateralized Derivative Trade with a Funding Value Adjustment
by  and
1
Article: Quadratic Hedging of Basis Risk
by  and
1
Article: An Empirical Analysis for the Prediction of a Financial Crisis in Turkey through the Use of Forecast Error Measures
by  and