Centre for Risk Research (CRR)
Centre for Risk Research (CRR)

Publications

Explore our research to find out more about our interdisciplinary approach to the analysis and management of risk.
Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures
2021, Quantitative Finance, 21(10), 1669-1685
DOI: 10.1080/14697688.2021.1892171
Type: article
Does liquidity drive stock market returns? The role of investor risk aversion
Qingjing Zhang, Taufiq Choudhry, Jing-Ming Kuo & Xiaoquan Liu, 2021, Review of Quantitative Finance and Accounting, 57, 929–958
DOI: 10.1007/s11156-021-00966-5
Type: article
Joint pricing and inventory decisions for substitutable and perishable products under demand uncertainty
Fei Fang, Tri-Dung Nguyen & Christine Currie, 2021, European Journal of Operational Research, 293(2), 594-602
DOI: 10.1016/j.ejor.2020.08.002
Type: article
robROSE
2021, Statistical Methods & Applications, 30, 841–861
DOI: 10.1007/s10260-021-00573-7
Type: article
Special issue on feature engineering editorial
Tim Verdonck, Bart Baesens, Maria Oskarsdottir & Seppe Vanden Broucke, 2021, Machine Learning
DOI: 10.1007/s10994-021-06042-2
Type: letterEditorial
Credit composition and housing price dynamics: a disaggregation approach
Kun Duan, Mamata Parhi & Simon Wolfe, 2021, The European Journal of Finance (REJF)
DOI: 10.1080/1351847X.2021.1959366
Type: article
Introducing systematic simplicity to manage decisions
Christopher Chapman, 2021
Type: book