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An Operational Measure of Riskiness
4 references·0 citing·24 second hopsampled
An Operational Measure of Riskiness (2010)An Operational Measure of RiskinessAn Operational Measure of Riskiness (2009)An Operational Measure of Ris…Robust control and model misspecification (2006)Robust control and model miss…Policy Evaluation in Uncertain Economic Environments (2003)Policy Evaluation in Uncertai…Are capital buffers pro-cyclical? (2003)Are capital buffers pro-cycli…Corporate financing and investment decisions when firms have information that investors do not have (1984)Deposit Insurance, Risk, and Market Power in Banking (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The cyclical behaviour of European bank capital buffers (2007)Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013)Why bank capital matters for monetary policy (2016)Risk, Uncertainty and Profit (1921)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A Contribution to the Empirics of Economic Growth (1992)Recursive robust estimation and control without commitment (2007)Rough and lonely road to prosperity: a reexamination of the sources of growth in Africa using Bayesian model averaging (2008)A New Keynesian model with heterogeneous expectations (2009)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement (2012)Risk Preferences and Their Robust Representation (2012)Managing Underperformance Risk in Project Portfolio Selection (2015)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Continuous Martingales and Brownian Motion (1999)Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)Brownian Motion and Stochastic Calculus (2007)Fragile beliefs and the price of uncertainty (2010)Pricing Uncertainty Induced by Climate Change (2019)
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References

  • 2006Robust control and model misspecification389 cited
  • 2003Are capital buffers pro-cyclical?385 cited
  • 2009An Operational Measure of Riskiness186 cited
  • 2003Policy Evaluation in Uncertain Economic Environments111 cited

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