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Document Title Author Issue Date
Multivariate Modelling of 10-Day-Ahead VaR and D.. [Kiohos, Apostolos][Degiannakis, Stavros] 8-17-2014
Representation of BSDE-Based Dynamic Risk Measur.. [Kromer, Eduard][Overbeck, Ludger] 7-30-2014
Optimal Execution Comparison across Risks and Dy.. [Brigo, Damiano][Di Graziano, Giuseppe] 5-24-2014
The Long-Term Extreme Price Risk Measure of Port.. [Chen, Lei][He, Juan][Wang, Jian][Jiang, Xianglin][Chen, Xiangfeng] 4-22-2014
Complete Duality for Quasiconvex Dynamic Risk Me.. [Frittelli, Marco][Maggis, Marco] 3-9-2014
Stochastic Dynamical Modelling of Spot Freight R.. [Benth, Fred Espen][Koekebakker, Steen][Taib, Imran] 3-7-2014
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimiz.. [Gao, Jianjun][Li, Duan][Zhou, Ke][Cao, Xiren] 3-2-2014
Measuring Systemic Risk in the Korean Banking Se.. [Yun, Jaeho][Moon, Hyejung] 2-23-2014
Dynamic Models for Volatility and Heavy Tails [Harvey, Andrew] 2-14-2014
Banking Systemic Vulnerabilities: A Tail-risk Dy.. [Jin, Xisong][Nadal De Simone, Francisco] 1-20-2014
Dynamic Structured Copula Models [Hardle, Wolfgang][Okhrin, Ostap][Okhrin, Yarema] 12-29-2013
Systemic Risk: The Dynamics of Model Banking Sys.. [May, Robert M.][Arinaminpathy, Nimalan] 12-15-2013
Theoretical and Empirical properties of Dynamic .. [Engle, Robert][Sheppard, Kevin] 10-8-2013
Stress-Testing U.S. Bank Holding Companies: A Dy.. [Covas, Francisco B.][Rump, Ben][Zakrajsek, Egon] 9-29-2013
A Conditional Value-at-Risk Based Portfolio Sele.. [De Luca, Giovanni][Zuccolotto, Paola] 9-28-2013
Dynamic Dependence in Corporate Credit [Christoffersen, Peter][Jin, Xisong][Langlois, Hugues][Jacobs, Kris] 9-8-2013
Features of the Value-at-risk Methodology for Ev.. [Danchuk, M.][Danchuk, V.D.][Kravchuk, A.P.] 8-30-2013
Optimal Dynamic Portfolio with Mean-CVaR Criteri.. [Li, Jing][Xu, Mingxin] 8-17-2013
Dynamic Mean-CVaR Portfolio Optimization in Cont.. [Gao, Jianjun][Xiong, Yan] 7-23-2013
Real Estate Investment Trust Return Dynamics and.. [Yu, Jung-Suk] 7-4-2013
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