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Document Title Author Issue Date
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
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
Measuring the Risk of a Non-Linear Portfolio wit.. [Date, Paresh][Bustreo, Roberto] 8-12-2014
Upper Bounds on Value-at-Risk for the Maximum Po.. [Yuen, Robert][Stoev, Stilian] 8-11-2014
Comprehensive Risk Measure - Current Challenges [Prorokowski, Hubert][Prorokowski, Lukasz] 8-11-2014
Managing Risk with a Realized Copula Parameter [Fengler, Matthias][Okhrin, Ostap] 8-3-2014
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
Modelling and Forecasting Value at Risk and Expe.. [Aloui, Chaker][ben Hamida, Hela] 7-31-2014
GlueVaR Risk Measures in Capital Allocation Appl.. [Guillen, Monserrat][Belles-Sampera, Jaume][Santolino, Miguel] 7-31-2014
Score Driven Exponentially Weighted Moving Avera.. [Lucas, Andre][Zhang, Xin] 7-31-2014
Representation of BSDE-Based Dynamic Risk Measur.. [Kromer, Eduard][Overbeck, Ludger] 7-30-2014
Tail Risk Hedging [Rozanov, A] 7-26-2014
Tail Risk Hedging: Creating Robust Portfolios fo.. [Bhansali, Vineer] 7-26-2014
The Value of Tail Risk Hedging in Defined Contri.. [Basu, Anup K][Drew, Michael E.] 7-26-2014
Construction of Value-at-Risk Forecasts Under Di.. [Braione, Manuela][Scholtes, Nicolas K.] 7-26-2014
New Approaches to Operational Risk [Duch, Krzysztof][Jiang, Y.][Kreinin, Alex] 7-26-2014
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