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Document Title Author Issue Date
A Novel Nonlinear Value-at-Risk Method for Model.. [Chen, Rongda][Yu, Lean] 10-6-2013
Risk Management for LBOs in Buy-and-Hold Portfol.. [Bongaerts, Dion][C_harlier, Erwin] 10-2-2013
A Conditional Value-at-Risk Based Portfolio Sele.. [De Luca, Giovanni][Zuccolotto, Paola] 9-28-2013
VAR Portfolio Optimal: Perbandingan Antara Metod.. [Sartono, R. Agus][Setiawan, Arie Andika] 9-24-2013
Estimating the Portfolio Risk with Copula-GARCH-.. [Li, Ting][Zhang, Zhigang][Zhao, Lutao] 9-14-2013
A New Copula Approach for High-Dimensional Real .. [Aussenegg, Wolfgang][Cech, Christian] 8-28-2013
CVaR Robust Mean-CVaR Portfolio Optimization [Salahi, Maziar][Mehrdoust, F.][Piri, Farzaneh] 8-24-2013
Quantile Portfolio Optimization Under Risk Measu.. [Hernandez-Hernandez, Daniel][Cahuich, Luis D.] 8-24-2013
QuPARA: Query-Driven Large-Scale Portfolio Aggre.. [Rau-Chaplin, Andrew][Varghese, Blesson][Wilson, Duane][Yao, Zhimin][Zeh, Norbert] 8-23-2013
Efficient Calculation of Expected Shortfall Cont.. [Kalkbrener, Michael][Popp, Monika][Kennedy, Anna] 8-18-2013
Vargamma: A Unified Measure of Portfolio Risk [Osband, Kent] 8-17-2013
Optimal Dynamic Portfolio with Mean-CVaR Criteri.. [Li, Jing][Xu, Mingxin] 8-17-2013
Robust Portfolio Techniques for Mitigating the F.. [Gotoh, Jun-ya][Takeda, Akiko][Shinozaki, Keita] 8-11-2013
Higher Order Moment Risk in Efficient Futures Po.. [You, Leyuan][Nguyen, Duong] 8-11-2013
Contagion Effect on Bond Portfolio Risk Measures.. [Gauthier, Geneviève][Boudreault, Mathieu][Thomassin, Tommy] 8-10-2013
Credit Portfolio Management: A Practitioner'.. [Hünseler, MIchael] 8-7-2013
A Factor Model for the Calculation of Portfolio .. [Li, Ping][Wang, Xiaoxu][Wang, Haibo] 8-4-2013
Measuring Marginal Risk Contributions in Credit .. [Siller, Thomas] 7-30-2013
A Semiparametric Approach to Value-at-Risk, Expe.. [Silvapulle, Mervyn][Silvapulle, Paramsothy][Chen, Xiangjin Bruce] 7-27-2013
Dynamic Mean-CVaR Portfolio Optimization in Cont.. [Gao, Jianjun][Xiong, Yan] 7-23-2013
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