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Document Title Author Issue Date
A Two-Regime Threshold Model with Conditional Sk.. [Massacci, Daniele] 8-31-2014
Randomly Weighted Sums of Subexponential Random .. [Tang, Qihe][Yuan, Zhongyi] 8-31-2014
Perspectives on the Evolving Role of Enterprise-.. [McGee, Andy][Khaykin, Ilya] 8-28-2014
A Top-Down Approach to the Stress-Testing of Ban.. [Kapinos, Pavel][Mitnik, Oscar] 8-26-2014
Forecasting VaR and ES of Stock Index Portfolio:.. [Wei, Yu][Zhang, Bangzheng][Yu, Jiang][Lai, Xiaodong][Peng, Zhengeng] 8-25-2014
Investment Portfolio Risk Analysis System [Piccinini, Renaud][Rockwell, Casey T.] 8-23-2014
Risk Measurement and Management of Operational R.. [Gatzert, Nadine][Kolb, Andreas] 8-22-2014
Robust Conditional Variance and Value-at-Risk Es.. [Dupuis, Debbie J.][Papageorgiou, Nicolas][Remillard, Bruno] 8-20-2014
Learning Model for Assessing Loss Severity of Op.. [Taweerojkulsri, C.][Limpiyakorn, Y.] 8-20-2014
Bayesian Expected Shortfall Forecasting Incorpor.. [Gerlach, Richard][Chen, Cathy W. S.] 8-17-2014
“Spectral Risk Measures: Properties and Limitati.. [Brandtner, Mario] 8-17-2014
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
Value-at-Risk Time Scaling for Long-Term Risk Es.. [Spadafora, Luca][Dubrovich, Marco][Terraneo, Marcello] 8-17-2014
Kusuoka Representations of Coherent Risk Measure.. [Noyan, Nilay][Rudolf, Gabor] 8-12-2014
Efficient Estimation of Extreme Value-at-Risks f.. [He, Zhongfang] 8-12-2014
Superquantile/CVaR Risk Measures: Second-Order T.. [Rockafellar, R. Tyrrell][Royset, Johannes O.] 8-12-2014
Comprehensive Risk Measure - Current Challenges [Prorokowski, Hubert][Prorokowski, Lukasz] 8-11-2014
Estimating Liquidity Risk Using the Exposure-Bas.. [Yan, Meilan][Hall, Maximilian JB][Turner, Paul] 8-2-2014
Financial Institutions Externalities and Systemi.. [ben Hadj, Saifeddine] 7-31-2014
GlueVaR Risk Measures in Capital Allocation Appl.. [Guillen, Monserrat][Belles-Sampera, Jaume][Santolino, Miguel] 7-31-2014
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