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Search Result for: (Risk)
Document Title Author Issue Date
Value-at-Risk vs. Expected Shortfall: Beware of .. [Koch-Medina, Pablo][Antal, Peter] 5-23-2014
Distortion Risk Measures and Elicitability [Wang, Ruodu][Ziegel, Johanna F.] 5-20-2014
Calculating the Funding Valuation Adjustment (FV.. [Kenyon, Chris][Green, Andrew] 5-18-2014
Operational Risk Modeling: How Far Have We Progr.. [Cooper, Ben][Piwcewicz, Bartosz][Warren, Nic] 5-18-2014
Optimal Execution Strategy under Arithmetic Brow.. [Di Persio, Luca][Benazzoli, Chiara] 5-18-2014
A Note on the Computation of Sharp Numerical Bou.. [Cossette, Hélène][Mailhot, Mélina][Marceau, Étienne] 5-18-2014
Value-at-Risk Based on Extreme Value Theory Meth.. [Avdulaj, Krenar] 5-14-2014
Essays in Financial Risk Management [Ergen, Ibrahim] 5-13-2014
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
Model Risk in Backtesting Risk Measures [Evers, Corinna][Rohde, Johannes] 5-13-2014
Optimal Reinsurance with Regulatory Initial Capi.. [Cai, Jun][Lemieux, C_hristiane][Liu, Fangda] 5-12-2014
Measuring Systemic Risk: A Factor-Augmented Corr.. [Suh, Sangwon] 5-1-2014
The Application of the Method Environmental Valu.. [Piciu, Gabriela] 5-1-2014
Second-Order Tail Asymptotics of Deflated Risk [Peng, Zuoxiang][Hashorva, Enkelejd][Ling, Chengxiu] 4-27-2014
Systemic Risk in an Interconnected Banking Syste.. [Bluhm, Marcel][Krahnen, Jan Pieter] 4-25-2014
Measuring Financial Risk In Stock Returns: A Cas.. [Grace, Machuke][Mwita, Peter N.] 4-24-2014
Value at Risk (VaR) Backtesting Techniques and P.. [Shirazi, Ali] 4-24-2014
A Nonparametric Operational Risk Modeling Approa.. [Zhu, Xiaoqian][Li, Jianping][Chen, Jianming][Gao, Lijun][Feng, Jichuang][Wu, Dengsheng][YangHuo, Yingqi][Xie, Yongjia] 4-22-2014
The Long-Term Extreme Price Risk Measure of Port.. [Chen, Lei][He, Juan][Wang, Jian][Jiang, Xianglin][Chen, Xiangfeng] 4-22-2014
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