GEBOERS, Hans

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Full Name
GEBOERS, Hans
Email
hans.geboers@uhasselt.be
 
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Publications

Results 1-5 of 5 (Search time: 0.001 seconds).

Issue DateTitleContributor(s)TypeCat.
12024Market and Portfolio Drawdowns: Essays on Path-Dependent RisksGEBOERS, HansTheses and DissertationsT1
22023A Rational Risk Policy? Why Path Dependence MattersGEBOERS, Hans; DEPAIRE, BenoitJournal ContributionA1
32023A review on drawdown risk measures and their implications for risk managementGEBOERS, Hans; DEPAIRE, Benoit; Annaert, JanJournal ContributionA1
42023Peak-to-valley drawdowns: insights into extreme path-dependent market riskGEBOERS, Hans; DEPAIRE, Benoit; Straetmans, StefanJournal ContributionA1
52021A rational risk policy: the importance of randomness, leverage and heavy tails on portfolio drawdownsGEBOERS, HansConference MaterialC2