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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 |
