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Proceedings of the NIELIT’s International Conference on Communication, Electronics and Digital Technologies
Lecture Notes in Networks and Systems,
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Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-Vine Copulas and Tail-Risk Modeling
Risks,
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Assessing the Effectiveness of Some Defensive Assets in Global Stock Portfolios: Evidence from Daily Data (2021–2024)
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2025
DOI:10.3390/jrfm18120704
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[4]
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Subjectivity in conventional tail measures: An exploratory model with 'risks & biases’
Finance Research Letters,
2023
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