A Stochastic Dominance Approach to Financial Risk Management Strategies
Year of publication: |
2015
|
---|---|
Authors: | Chang, Chia-Lin |
Other Persons: | Jiménez-Martin, Juan-Angel (contributor) ; Maasoumi, Esfandiar (contributor) ; Perez Amaral, Teodosio (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2014 erstellt |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
McAleer, Michael, (2009)
-
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael, (2009)
-
GFC-Robust Risk Management Strategies under the Basel Accord
McAleer, Michael, (2010)
- More ...
-
Choosing Expected Shortfall Over VaR in Basel III Using Stochastic Dominance
Chang, Chia-Lin, (2016)
-
Risk Management of Risk Under the Basel Accord : Forecasting Value-at-Risk of VIX Futures
Chang, Chia-Lin, (2011)
-
International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord
McAleer, Michael, (2011)
- More ...