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Search Result for: (value-at-risk)
Document Title Author Issue Date
Robust Conditional Variance and Value-at-Risk Es.. [Dupuis, Debbie J.][Papageorgiou, Nicolas][Remillard, Bruno] 8-20-2014
On the Time Scaling of Value-at-Risk with Tradin.. [Skoglund, Jimmy][Erdman, Donald][Chen, Wei] 8-17-2014
Value-at-Risk Time Scaling for Long-Term Risk Es.. [Spadafora, Luca][Dubrovich, Marco][Terraneo, Marcello] 8-17-2014
Accelerated Portfolio Optimization with Conditio.. [Hofmann, Georg] 8-17-2014
Efficient Estimation of Extreme Value-at-Risks f.. [He, Zhongfang] 8-12-2014
Upper Bounds on Value-at-Risk for the Maximum Po.. [Yuen, Robert][Stoev, Stilian] 8-11-2014
Score Driven Exponentially Weighted Moving Avera.. [Lucas, Andre][Zhang, Xin] 7-31-2014
Construction of Value-at-Risk Forecasts Under Di.. [Braione, Manuela][Scholtes, Nicolas K.] 7-26-2014
Fuzzy Index Tracking Portfolio Selection Model B.. [Hosseini Imeni, S.A.][Najafi, A.A.] 7-19-2014
Estimation of Value-at-Risk Measures in the Isla.. [Frad, Haifa][Zouari, Ezzeddine] 7-13-2014
Monthly Liquidity-Adjusted Value-at-Risk Using D.. [Derbier, Maxime] 7-6-2014
Estimation of Extreme Value-at-Risk: An EVT Appr.. [Yi, Yanping][Feng, Xingdong][Huang, Zhuo] 7-6-2014
Value-at-Risk and Credit VaR [Choudhry, Moorad][Wong, Max C. Y.][Liu, Zhuoshi][Moskovic, David][Baig, Suleman][Lizzio, Michele][Voicu, Alexandru] 7-6-2014
Value-at-Risk Analysis of the Asymmetric Long-Me.. [Chou, Heng-Chih][Wu, Chun-Chou][Chang, Chao Chi] 7-5-2014
Optimal Management of DC Pension Plan under Loss.. [Guan, Guohui][Liang, Zongxia] 6-29-2014
A Fast, Accurate Method for Value-at-Risk and Ex.. [Krause, Jochen][Paolella, Marc S.] 6-25-2014
Improving Density Forecasts and Value-at-Risk Es.. [Opschoor, Anne][van Dijk, Dick][van der Wel, Michel] 6-15-2014
Portfolio Optimization with a Copula-Based Exten.. [Krzemienowski, Adam][Szymczyk, Sylwia] 5-26-2014
Robust Variants of Cornish-Fischer Approximation.. [Hurlimann, Werner] 5-26-2014
Market Value-at-Risk: ROM Simulation, Cornish-Fi.. [Hurlimann, Werner] 5-26-2014
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