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Quantile regression: its application in investment analysis
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Quantile regression: its application in investment analysis (2009)Quantile regression: its application in i…How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles (2017)How pervasive is the effect o…Take it to the limit: Innovative CVaR applications to extreme credit risk measurement (2014)Take it to the limit: Innovat…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Coherent Measures of Risk (1999)Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion (2018)Universals in the Content and Structure of Values: Theoretical Advances and Empirical Tests in 20 Countries (1992)Legal Determinants of External Finance (1997)The Protestant Ethic and the Spirit of Capitalism (2005)
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  • 2014Take it to the limit: Innovative CVaR applications to extreme credit risk measurement26 cited
  • 2017How pervasive is the effect of culture on stock market linkages? Evidence across regions and economic cycles21 cited

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