Research output per year
Research output per year
Search results
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2022
Developing digital accessibility using R Markdown
Dias, A., Mar 2022, Forum Magazine, 49.Research output: Contribution to specialist publication › Article
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Effect of stop-loss reinsurance on the primary insurer solvency
Constantinescu, C., Dias, A., Li, B., Siska, D. & Wang, S., 10 Oct 2022, In: Risks. 10, 10, 15 p., 193.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2020
The Influence of General Strikes against Government on Stock Market Behavior
Wisniewski, T. P., Lambe, B. J. & Dias, A., Feb 2020, In: Scottish Journal of Political Economy. 67, 1, p. 72-99 28 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2016
The economic value of controlling for large losses in portfolio selection
Dias, A., 1 Nov 2016, In: Journal of Banking and Finance. 72, Supplement, p. S81-S91 11 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2014
Semiparametric estimation of multi-asset portfolio tail risk
Dias, A., 1 Dec 2014, In: Journal of Banking and Finance. 49, p. 398-408 11 p.Research output: Contribution to journal › Article › peer-review
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2013
Market capitalization and Value-at-Risk
Dias, A., Dec 2013, In: Journal of Banking and Finance. 37, 12, p. 5248-5260 13 p.Research output: Contribution to journal › Article › peer-review
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2010
Modeling exchange rate dependence dynamics at different time horizons
Dias, A. & Embrechts, P., Dec 2010, In: Journal of International Money and Finance. 29, 8, p. 1687-1705 19 p.Research output: Contribution to journal › Article › peer-review
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2009
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, A. & Embrechts, P., 2009, In: European Journal of Finance. 15, 7-8, p. 619-637 19 p.Research output: Contribution to journal › Article › peer-review
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2003
Dependence structures for multivariate high-frequency data in finance
Breymann, W., Dias, A. & Embrechts, P., 2003, In: Quantitative Finance. 3, 1, p. 1-14 14 p.Research output: Contribution to journal › Article › peer-review