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Document Title Author Issue Date
Modelling and Forecasting Value at Risk and Expe.. [Aloui, Chaker][ben Hamida, Hela] 7-31-2014
Tail Risk Hedging: Creating Robust Portfolios fo.. [Bhansali, Vineer] 7-26-2014
An Optimal Execution Problem with Market Impact [Kato, Takashi] 7-20-2014
Statistics of Extreme Events in RiskManagement: .. [Herrera, Rodrigo][Schipp, Bernhard] 7-14-2014
Risk Contributions of Trading and Non-Trading Ho.. [Liu, Qingfu][An, Yunbi] 7-14-2014
Estimation of Value-at-Risk Measures in the Isla.. [Frad, Haifa][Zouari, Ezzeddine] 7-13-2014
VaR Prediction for Emerging Stock Markets: GARCH.. [Ergen, Ibrahim] 7-5-2014
An Evaluation of Bank VaR Measures for Market Ri.. [OBrien, James][Szerszen, Pawel] 7-5-2014
Hurst Exponent As a Risk Measurement On the Capi.. [Wilimowska, Zofia][Kilyk, Anna] 6-27-2014
Risk Modelling in Energy Markets [Almi, Eldar Nikolai][Rege, Torstein] 6-21-2014
Asymmetric Increasing Trends in Dependence in In.. [Okimoto, Tatsuyoshi] 6-15-2014
A Survey of Systemic Risk Measures: Methodology.. [Uchida, Yoshihiko][Hattori, Akio][Kikuchi, Kentaro][Niwa, Fuminori] 6-8-2014
Network Topologies of Financial Market During th.. [Nobi, Ashadun][Maeng, Seong Eun][Ha, Gyeong Gyun][Lee, Jae Woo] 6-7-2014
When the U.S. Stock Market Becomes Extreme? [Aboura, Sofiane] 5-31-2014
Evaluating Market Risk Assessment through VAR Ap.. [Shams, Mirfeiz Fallah][Sina, Afsaneh] 5-31-2014
Market Value-at-Risk: ROM Simulation, Cornish-Fi.. [Hurlimann, Werner] 5-26-2014
Testing the Applicability of Parametric and Nonp.. [Radivojevic, Nikola][Milojkovic, Dragana][Stojkovic, Dragan] 5-13-2014
Testing Applicability of Value at Risk Models in.. [Barjaktarovic, Lidija][Terzic, Ivica][Milojevic, Marko] 5-13-2014
Systemic Risk in an Interconnected Banking Syste.. [Bluhm, Marcel][Krahnen, Jan Pieter] 4-25-2014
Value at Risk Estimation with Entropy-Based Wave.. [He, Kaijian][Zou, Yingchao][Wang, Lijun][Lai, Kin Keung] 4-21-2014
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