Value-at-risk models : a systematic review of the literature
Year of publication: |
2023
|
---|---|
Authors: | Shayya, Reem ; Sorrosal Forradellas, Maria Teresa ; Terceño, Antonio |
Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 25.2023, 4, p. 1-23
|
Subject: | value-at-risk (VaR) | systematic review of the literature (SRL) | financial risk | value-at-risk models | financial crisis | Risikomaß | Risk measure | Bibliometrie | Bibliometrics | Finanzkrise | Financial crisis | Theorie | Theory | Risikomanagement | Risk management |
-
Value-at-risk models : a systematic review of the literature
Shayya, Reem, (2023)
-
Yao, Can-Zhong, (2023)
-
Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?
McAleer, Michael, (2009)
- More ...
-
Value-at-risk models : a systematic review of the literature
Shayya, Reem, (2023)
-
Shayya, Reem, (2023)
-
A new rating of sustainability based on the Morningstar Sustainability Rating
Sorrosal Forradellas, Maria Teresa, (2023)
- More ...