| Document Title |
Author |
Issue Date |
| Innovations in Quantitative Risk Management |
[Scherer, Matthias][Zagst, Rudi]
|
2-1-2015 |
| An Analysis of a Heuristic Procedure to Evaluate.. |
[Ferreira, Marta][Silva, Sergio]
|
12-24-2014 |
| The Maximum of Randomly Weighted Sums with Long .. |
[Ng, Kai W.][Yuen, K.C.]
|
9-1-2014 |
| Approximation of the Tail Probability of Randoml.. |
[Zhang, Yi][Weng, Chengguo][Shen, Xinmei]
|
9-1-2014 |
| 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 |
| Math Gone Mad |
[Dowd, Kevin]
|
8-28-2014 |
| 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 |
| Nonparametric Inference on Quantile Marginal Eff.. |
[Kaplan, David M.]
|
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 Topography: Systemic Risk and Macro Modelin.. |
[Brunnermeier, Markus][Krishnamurthy, Arvind]
|
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 |
| Two-Step Methods in VaR Prediction and the Impor.. |
[Ergen, Ibrahim]
|
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 |
