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Search Result for: (value-at-risk)
Document Title Author Issue Date
Improving McNeil and Frey’s Method of Estimating.. [Changchien, Chang-Cheng][Lin, Chu-hsiung][Kao, Wei-Shun] 5-17-2013
Bank’s Trading Book and Value-at-Risk [Lal, Manohar] 5-6-2013
Portfolio Value-at-Risk Estimating on Markov Reg.. [Xie, Chi][Lin, Yao] 5-6-2013
Incorporating the Time-Varying Tail-Fatness into.. [Lin, Chu-hsiung][Chien, Chang-Cheng Chang][Chen, Sunwu Winfred] 5-4-2013
Forecasting Portfolio-Value-at-Risk with Nonpara.. [Weiss, Gregor N.][Silburg, Karl F.][Stoimenov, Pavel] 5-4-2013
Market capitalization and Value-at-Risk [Dias, Alexandra] 5-4-2013
The Application of Extreme Value Theory on Compu.. [Tian, Hongwei][Zhan, Yuan Rui] 4-27-2013
Capital Requirements for Market Risks: Value-at-.. [Burchi, Alberto] 4-22-2013
Beyond Value-at-Risk: GlueVaR Distortion Risk Me.. [Guillen, Monserrat][Belles-Sampera, Jaume][Santolino, Miguel] 3-31-2013
High Quantiles Estimation with Quasi-PORT and DP.. [Santos, Paulo Araujo][Alves, Maria Isabel Fraga][Hammoudeh, Shawkat] 3-8-2013
Assessing the Performance of Value-at-Risk Model.. [Lin, Lin] 3-3-2013
The Stylized Facts Of Asset Returns And Their Im.. [Iorgulescu, Filip] 3-2-2013
Stochastic Kriging for Conditional Value-at-Risk.. [Nelson, Barry L.][Chen, Xi][Kim, Kyoung-Kuk] 2-28-2013
Value-at-Risk and Ruin Probability [Ren, Jiandong] 2-28-2013
Optimal Pricing and Stocking Decisions for Newsv.. [Chiu, Chun-Hung][Waring, Arleigh C.] 2-24-2013
Conditional Value-at-Risk, Spectral Risk Measure.. [Brandtner, Mario] 2-23-2013
Nonlinear Portfolio Selection using Approximate .. [Li, Duan][Zhu, Shu-Shang][Sun, Xiaoling][Cui, Xueting] 2-10-2013
Asymmetric GARCH Value-at-Risk on MSCI in Financ.. [Su, Yong-chern][Chen, Peiwen][Tsui, Jentien] 2-3-2013
Estimating Hedged Portfolio Value-at-Risk Using .. [Chen, Yi-Hsuan][Tu, Anthony H.] 2-3-2013
Fraction-of-Time Approach in Predicting Value-at.. [Leskow, Jacek][Napolitano, Antonio] 2-2-2013
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