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Document Title Author Issue Date
Risk Management Lessons from the Global Financia.. [Varma, Jayanth R.] 11-6-2013
Clearing Margin System in the Futures Markets - .. [Chiu, Chien-Liang][Hung, Jui-Cheng][Chiang, Shu-Mei][Chen, Yu-Lung] 6-18-2012
Trade Sizing Techniques for Drawdown and Tail Ri.. [Strub, Issam S.] 5-26-2012
VaR Applications: Setting VaR-based Limits [Blanco, Carlos][Blomstrom, Sally] 12-11-2011
Is Your Risk System Too Good? [Nason, Rick] 11-26-2011
Risk Limit Systems and Capital Allocation in Fin.. [Strassberger, Mario] 10-2-2011
Value-at-Risk: Evidence from Pakistan Stock Exch.. [Nawaz, Faisal][Afzal, Muhammad] 9-11-2011
Risk Appetite and Commodity Returns [Etula, Erkko] 5-22-2011
Regulatory Medicine Against Financial Market Ins.. [Kerbi, Stefan] 12-31-2010
When More is Less: Using Multiple Constraints to.. [Alexander, Gordon][Baptista, Alexandre][Yan, Shu] 9-3-2010
Destabilizing properties of a VaR or probability.. [Eisenberg, Larry] 5-18-2010
The Marginal Price of Risk with a VaR Constraint [Eisenberg, Larry] 5-18-2010
VaR, Probability-of-Ruin and Their Consequences .. [Eisenberg, Larry] 5-18-2010
Stress Testing by Financial Intermediaries: Impl.. [Alexander, Gordon][Baptista, Alexandre] 3-30-2010
Value-at-Risk versus Non-Value-at-Risk Traders [Steinbacher, Matjaz] 5-3-2009
Financial Intermediary Leverage and Value-at-Ris.. [Adrian, Tobias][Shin, Hyun Song] 2-14-2009
Spectral Risk Measures with an Application to Fu.. [Cotter, John][Dowd, Kevin] 6-21-2007
Proprietary Trading Losses in Banks: Do Banks In.. [Instefjord, Norvald][Sasaki, Kouji] 5-6-2007
Die Portefeuilleoptimierung im Eigenhandel von K.. [Reckers, Thomas] 8-24-2006
Margin Setting With High Frequency Data [Cotter, John][Longin, Francois M.] 4-13-2006
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