Sebastian Stöckl
Sebastian Stöckl
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portfolio turbulence
PRIX – A risk index for global private investors
The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor.
Sebastian Stöckl
,
Michael Hanke
,
Martin Angerer
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DOI
JOURNAL OF RISK FINANCE
Financial Applications of the Mahalanobis Distance
We describe existing and potential financial applications of the Mahalanobis distance.
adminl
,
Michael Hanke
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Slides
DOI
APPLIED ECONOMICS AND FINANCE
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