From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts

Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization

Is climate policy uncertainty positively or negatively priced in the stock market, and why?

When betas meet the cross section: a hybrid risk model for equity portfolios

The Covid-19 pandemic and the portfolio diversification effect of catastrophe bonds

Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory

From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts

Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization

Is climate policy uncertainty positively or negatively priced in the stock market, and why?

When betas meet the cross section: a hybrid risk model for equity portfolios

The Covid-19 pandemic and the portfolio diversification effect of catastrophe bonds

Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity and mixed data sampling model and extreme value theory