Interdependence Modeling for the Major Stock Markets and the Stock Portfolio Risk Management

Journal of Finance & Knowledge Studies ◽

10.38200/jfks.18.2.2 ◽

2020 ◽

Vol 18 (2) ◽

pp. 49-75

Author(s):

Hojin Lee

Keyword(s):

Risk Management ◽

Stock Markets ◽

Portfolio Risk ◽

Stock Portfolio ◽

Portfolio Risk Management

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Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets

Macroeconomics and Finance in Emerging Market Economies ◽

10.1080/17520843.2021.1875628 ◽

2021 ◽

pp. 1-17

Author(s):

Imran Yousaf ◽

Shoaib Ali ◽

Faisal Abbas

Keyword(s):

Risk Management ◽

Latin American ◽

Stock Markets ◽

Portfolio Risk ◽

Portfolio Risk Management

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Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets

Applied Economics ◽

10.1080/00036846.2020.1743814 ◽

2020 ◽

Vol 52 (43) ◽

pp. 4745-4764

Author(s):

Xiyong Dong ◽

Changhong Li ◽

Seong-Min Yoon

Keyword(s):

Risk Management ◽

Stock Markets ◽

Portfolio Risk ◽

Exogenous Shocks ◽

Dynamic Correlations ◽

Emerging Stock Markets ◽

Portfolio Risk Management

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Optimal Dynamic Portfolio Risk Management

SSRN Electronic Journal ◽

10.2139/ssrn.2679498 ◽

2015 ◽

Author(s):

Valeriy Zakamulin

Keyword(s):

Risk Management ◽

Portfolio Risk ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Portfolio Risk Management

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Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes

The Journal of Derivatives ◽

10.3905/jod.2019.1.083 ◽

2019 ◽

Vol 27 (2) ◽

pp. 81-107

Author(s):

Poh Ling Neo ◽

Chyng Wen Tee

Keyword(s):

Risk Management ◽

Interest Rate ◽

Model Selection ◽

Portfolio Risk ◽

Optimal Model ◽

Portfolio Risk Management

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Portfolio Risk Management Technology

Risk Management Technologies - Topics in Safety, Risk, Reliability and Quality ◽

10.1007/978-94-007-4288-8_14 ◽

2012 ◽

pp. 165-172

Author(s):

E. D. Solozhentsev

Keyword(s):

Risk Management ◽

Portfolio Risk ◽

Management Technology ◽

Portfolio Risk Management

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Portfolio Risk Management Analysis

Sustainable Land Development and Restoration ◽

10.1016/b978-1-85617-797-9.00024-1 ◽

2010 ◽

pp. 453-464

Author(s):

Kandi Brown ◽

William L. Hall ◽

Robert Barrett ◽

Patrick Gobb

Keyword(s):

Risk Management ◽

Portfolio Risk ◽

Portfolio Risk Management

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The Role of Asian Credit Default Swap Index in Portfolio Risk Management

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_26 ◽

2017 ◽

pp. 435-447 ◽

Author(s):

Jianxu Liu ◽

Chatchai Khiewngamdee ◽

Songsak Sriboonchitta

Keyword(s):

Risk Management ◽

Credit Default Swap ◽

Portfolio Risk ◽

Credit Default ◽

Default Swap ◽

Portfolio Risk Management

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An Optimal Timing Approach to Option Portfolio Risk Management

Advances in Financial Risk Management ◽

10.1057/9781137025098_17 ◽

2013 ◽

pp. 391-404 ◽

Author(s):

Tim Leung ◽

Peng Liu

Keyword(s):

Risk Management ◽

Optimal Timing ◽

Portfolio Risk ◽

Portfolio Risk Management

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Optimal Dynamic Portfolio Risk Management

The Journal of Portfolio Management ◽

10.3905/jpm.2016.43.1.085 ◽

2016 ◽

Vol 43 (1) ◽

pp. 85-99 ◽

Author(s):

Valeriy Zakamulin

Keyword(s):

Risk Management ◽

Portfolio Risk ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Portfolio Risk Management

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Portfolio Risk Management and Carbon Emissions Valuation in Electric Power

SSRN Electronic Journal ◽

10.2139/ssrn.1545852 ◽

2010 ◽

Author(s):

Paul R. Kleindorfer ◽

Lide Li

Keyword(s):

Risk Management ◽

Electric Power ◽

Carbon Emissions ◽

Portfolio Risk ◽

Portfolio Risk Management

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