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Document Title Author Issue Date
Empirical Analyses of Extreme Value Models for t.. [Huang, Chun-Kai][Huang, Chun-Sung][Hammujuddy, Jahvaid] 7-20-2014
The Role of the Information Set for Forecasting .. [Holzmann, Hajo][Eulert, Matthias] 7-19-2014
Second Order Risk Aggregation with the Bernstein.. [Coqueret, Guillaume] 7-19-2014
Efficient VaR and Expected Shortfall Computation.. [Oosterlee, Cornelis W.][Ortiz-Gracia, Luis] 7-19-2014
Measurement and Internalization of Systemic Risk.. [Feng, Xiaobing][Hu, Haibo] 7-19-2014
Value at Risk [Michetti, Melania] 7-19-2014
Fuzzy Index Tracking Portfolio Selection Model B.. [Hosseini Imeni, S.A.][Najafi, A.A.] 7-19-2014
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
Downside Risk, Portfolio Diversification and the.. [Hammoudeh, Shawkat][Santos, Paulo Araujo][Sarafrazi, Soodabeh] 7-17-2014
Statistics of Extreme Events in RiskManagement: .. [Herrera, Rodrigo][Schipp, Bernhard] 7-14-2014
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
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
VaR Prediction for Emerging Stock Markets: GARCH.. [Ergen, Ibrahim] 7-5-2014
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
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