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Search Result for: (value-at-risk)
Document Title Author Issue Date
Value-at-Risk vs. Expected Shortfall: Beware of .. [Koch-Medina, Pablo][Antal, Peter] 5-23-2014
Calculating the Funding Valuation Adjustment (FV.. [Kenyon, Chris][Green, Andrew] 5-18-2014
Value-at-Risk Based on Extreme Value Theory Meth.. [Avdulaj, Krenar] 5-14-2014
Testing the Applicability of Parametric and Nonp.. [Radivojevic, Nikola][Milojkovic, Dragana][Stojkovic, Dragan] 5-13-2014
Portfolio Choice Problem with the Value-at-Risk .. [Zabolotskyy, Tara][Bodnar, Taras][Vitlinskyy, V.V.] 4-21-2014
Fuzzy Value-at-Risk and Expected Shortfall for P.. [Moussa, A. Mbairadjim][Sadefo-Kamdem, Jules][Terraza, Michel] 4-5-2014
Value-at-Risk Computations in Stochastic Volatil.. [Luetkebohmert, Eva][Matchie, Lydienne] 3-24-2014
Generalized Hyperbolic Distributinos and Value-a.. [Huang, Chun-Kai][Chinhamu, Knowledge][Huang, Chun-Sung][Hammujuddy, Jahvaid] 3-9-2014
Conditional Value-at-Risk Approximation to Value.. [Hong, Liu Jeff][Hu, Zhaolin][Zhang, Liwei] 2-17-2014
Evaluation of Value-at-Risk Estimation Using Lon.. [Sethapramote, Yuthana][Prukumpai, Suthawan][Kanyamee, Tiwa] 2-17-2014
From Risk-Based Betas to Value-at-Risk: Estimati.. [Rombolotti, Alessio] 2-16-2014
Optimizing Fuzzy p-Hub Center Problem with Gener.. [Liu, YanKui][Yang, Guoqing][Yang, Kai] 2-10-2014
Risk Disclosure, Risk Management, and Bank Value.. [Chen, Sheng-Hung][Lee, Tung-Chin] 2-1-2014
Multifractality and Value-at-Risk Forecasting of.. [Batten, Jonathan A.][Kinateder, Harald][Wagner, Niklas] 1-26-2014
Using Value-at-Risk to Evaluate Financial Return.. [Braione, Manuela][Scholtes, Nicolas K.] 1-6-2014
Why does Skewness and the Fat-Tail Effect Influe.. [Su, Jung-Bin][Lee, Ming-Chih][Chiu, Chien-Liang] 1-1-2014
Evaluating the accuracy of value-at-risk forecas.. [Leccadito, Arturo][Urga, Giovanni][Boffelli, Simona] 12-8-2013
Value-at-Risk Backtesting Procedures Based on Lo.. [Piontek, Krzysztof] 11-30-2013
Value-at-Risk Bounds with Variance Constraints [Bernard, Carole][Rueschendorf, Ludger][Vanduffel, Steven] 11-29-2013
A New Variance Reduction Technique for Estimatin.. [Korn, Ralf][Pupashenko, Mykhailo] 11-25-2013
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