Tail Event Driven ASset Allocation: Evidence from Equity and Mutual Fundss Markets

2015 ◽  
Author(s):  
Wolfgang K. HHrdle ◽  
David Lee Kuo Chuen ◽  
Sergey Nasekin ◽  
Xinwen Ni ◽  
Alla Petukhina
Keyword(s):  
Asset Allocation ◽  
Event Driven ◽  
Tail Event

scholarly journals Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

2017 ◽  
Vol 19 (1) ◽  
pp. 49-63 ◽  
Author(s):  
Wolfgang Karl Härdle ◽  
David Kuo Chuen Lee ◽  
Sergey Nasekin ◽  
Alla Petukhina
Keyword(s):  
Mutual Funds ◽  
Asset Allocation ◽  
Event Driven ◽  
Tail Event

scholarly journals TEDAS - Tail Event Driven Asset Allocation

2017 ◽  
Author(s):  
Sergey Nasekin ◽  
Wolfgang K. Härdle ◽  
David Kuo Chuen Lee
Keyword(s):  
Asset Allocation ◽  
Event Driven ◽  
Tail Event

scholarly journals TENET: Tail-Event Driven NETwork Risk

2015 ◽  
Author(s):  
Wolfgang K. HHrdle ◽  
Weining Wang ◽  
Lining Yu
Keyword(s):  
Event Driven ◽  
Tail Event ◽  
Network Risk

scholarly journals Tail event driven networks of SIFIs

2019 ◽  
Vol 208 (1) ◽  
pp. 282-298 ◽  
Author(s):  
Cathy Yi-Hsuan Chen ◽  
Wolfgang Karl Härdle ◽  
Yarema Okhrin
Keyword(s):  
Event Driven ◽  
Tail Event

scholarly journals TENET: Tail-Event driven NETwork risk

2016 ◽  
Vol 192 (2) ◽  
pp. 499-513 ◽  
Author(s):  
Wolfgang Karl Härdle ◽  
Weining Wang ◽  
Lining Yu
Keyword(s):  
Event Driven ◽  
Tail Event ◽  
Network Risk

scholarly journals Tail Event Driven Networks of SIFIs

2017 ◽  
Author(s):  
Cathy Yi-Hsuan Chen ◽  
Wolfgang K. HHrdle ◽  
Yarema Okhrin
Keyword(s):  
Event Driven ◽  
Tail Event

scholarly journals COVID-19 and Tail-event Driven Network Risk in the Eurozone

2021 ◽  
pp. 102070
Author(s):  
Toan Luu Duc Huynh ◽  
Matteo Foglia ◽  
John A. Doukas
Keyword(s):  
Event Driven ◽  
Tail Event ◽  
Network Risk

Tail-event Driven Network of Cryptocurrencies and Conventional Assets

2021 ◽  
pp. 102424
Author(s):  
Wen Jiang ◽  
Qiuhua Xu ◽  
Ruige Zhang
Keyword(s):  
Event Driven ◽  
Tail Event
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