1
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Material Type: Artigo
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Compound Tail Risk
Engle, Robert F.
Journal of portfolio management, 2023-12, Vol.50 (2), p.11-26
[Periódico revisado por pares]
Sem texto completo
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2
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Material Type: Artigo
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Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management
Engle, Robert F. ; Focardi, Sergio M. ; Fabozzi, Frank J.
Journal of portfolio management, 2016-01, Vol.42 (5), p.94-106
[Periódico revisado por pares]
Sem texto completo
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3
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Material Type: Artigo
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Impact of Language Complexity on Volatility in Financial Markets: Evidence from Textual Analysis of Earnings Calls
Alan, Nazli Sila ; Engle, Robert F. ; Karagozoglu, Ahmet K.
Journal of portfolio management, 2023-12, Vol.50 (2), p.27-57
[Periódico revisado por pares]
Sem texto completo
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4
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Material Type: Artigo
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Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses
Alan, Nazli Sila ; Engle, Robert F. ; Karagozoglu, Ahmet K.
Journal of portfolio management, 2022-10, Vol.48 (10), p.12-39
[Periódico revisado por pares]
Sem texto completo
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5
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Material Type: Artigo
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Measuring and Modeling Execution Cost and Risk
Robert, Engle ; Robert, Ferstenberg ; Jeffrey, Russell
Journal of portfolio management, 2012-01, Vol.38 (2), p.14-28
[Periódico revisado por pares]
Sem texto completo
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6
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Material Type: Artigo
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Execution Risk
Engle, Robert F ; Ferstenberg, Robert
Journal of portfolio management, 2007, Vol.33 (2), p.34-44
[Periódico revisado por pares]
Sem texto completo
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7
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Material Type: Artigo
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Invited Editorial Comment: How to Forecast a Crisis
Engle, Robert F.
Journal of portfolio management, 2010-04, Vol.36 (3), p.1
[Periódico revisado por pares]
Sem texto completo
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