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VaR Uses
Document Title Author Issue Date
Randomly Weighted Sums of Subexponential Random .. [Tang, Qihe][Yuan, Zhongyi] 8-31-2014
Math Gone Mad [Dowd, Kevin] 8-28-2014
Risk Measurement and Management of Operational R.. [Gatzert, Nadine][Kolb, Andreas] 8-22-2014
Learning Model for Assessing Loss Severity of Op.. [Taweerojkulsri, C.][Limpiyakorn, Y.] 8-20-2014
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
On the Time Scaling of Value-at-Risk with Tradin.. [Skoglund, Jimmy][Erdman, Donald][Chen, Wei] 8-17-2014
Value-at-Risk Time Scaling for Long-Term Risk Es.. [Spadafora, Luca][Dubrovich, Marco][Terraneo, Marcello] 8-17-2014
Accelerated Portfolio Optimization with Conditio.. [Hofmann, Georg] 8-17-2014
Comprehensive Risk Measure - Current Challenges [Prorokowski, Hubert][Prorokowski, Lukasz] 8-11-2014
Tail Risk Hedging [Rozanov, A] 7-26-2014
The Value of Tail Risk Hedging in Defined Contri.. [Basu, Anup K][Drew, Michael E.] 7-26-2014
New Approaches to Operational Risk [Duch, Krzysztof][Jiang, Y.][Kreinin, Alex] 7-26-2014
An Optimal Execution Problem with Market Impact [Kato, Takashi] 7-20-2014
Fuzzy Index Tracking Portfolio Selection Model B.. [Hosseini Imeni, S.A.][Najafi, A.A.] 7-19-2014
Optimal Portfolio Problem Using Entropic Value a.. [Firouzi, Hassan Omidi][Luong, Andrew] 7-5-2014
TEDAS - Tail Event Driven Asset Allocation [Hardle, Wolfgang][Nasekin, Sergey][Chuen, David Lee Kuo][Fai, Phoon Kok] 6-29-2014
Optimal Management of DC Pension Plan under Loss.. [Guan, Guohui][Liang, Zongxia] 6-29-2014
Risk Modelling in Energy Markets [Almi, Eldar Nikolai][Rege, Torstein] 6-21-2014
Regime-dependent Robust Risk Measures with Appli.. [Chen, Zhiping][Liu, Jia] 6-7-2014
Goodness-of-Fit Tests and Selection Methods for .. [Leherisse, Vincent][Lavaud, Sophie] 6-7-2014
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