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Document Title Author Issue Date
Representation of BSDE-Based Dynamic Risk Measur.. [Kromer, Eduard][Overbeck, Ludger] 7-30-2014
The Value of Tail Risk Hedging in Defined Contri.. [Basu, Anup K][Drew, Michael E.] 7-26-2014
New Approaches to Operational Risk [Duch, Krzysztof][Jiang, Y.][Kreinin, Alex] 7-26-2014
Empirical Analyses of Extreme Value Models for t.. [Huang, Chun-Kai][Huang, Chun-Sung][Hammujuddy, Jahvaid] 7-20-2014
Certainty Equivalent Measures of Risk [Krokhmal, Pavlo][Vinel, Alexander] 7-19-2014
Cornish-Fisher Expansion for Commercial Real Est.. [Amédée-Manesme, Charles-Olivier][Barthélémy, Fabrice][Keenan, Donald] 7-17-2014
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
An Examination of Liquidity Risk and Liquidity R.. [Bhyat, Aneez] 7-11-2014
Estimation of Extreme Value-at-Risk: An EVT Appr.. [Yi, Yanping][Feng, Xingdong][Huang, Zhuo] 7-6-2014
An Evaluation of Bank VaR Measures for Market Ri.. [OBrien, James][Szerszen, Pawel] 7-5-2014
Value-at-Risk Analysis of the Asymmetric Long-Me.. [Chou, Heng-Chih][Wu, Chun-Chou][Chang, Chao Chi] 7-5-2014
CCAR and Beyond Capital Assessment, Stress Testi.. [Zhang, Jing] 7-5-2014
Histogram-Valued Data on Value at Risk Measures:.. [Terraza, Virginie][Toque, Carole] 6-29-2014
Backtesting VaR in Consideration of the Higher M.. [Chuang, Shuo-Li][Chuang, Chung-Chu][Wang, Yi-Hsien][Yeh, Tsai-Jung] 6-29-2014
Empirical Investigation and Comparison of Normal.. [Terzic, Ivica][Jeremic, Zoran] 6-22-2014
On Some Properties of Two Vector-Valued VaR and .. [Hurlimann, Werner] 6-22-2014
A Study on Expectiles: Measuring Risk in Finance [Anderson, Andrew Lewis] 6-21-2014
Forecasting VaR Using Analytic Higher Moments fo.. [Alexander, Carol][Lazar, Emese][Stanescu, Silvia] 6-20-2014
Robust and Practical Estimation for Measures of .. [Homescu, Cristian] 6-20-2014
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