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~subject:"Monte-Carlo-Simulation"
~subject:"historical simulation"
~subject:"value-at-risk"
~type_genre:"Aufsatz in Zeitschrift"
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Monte-Carlo-Simulation
historical simulation
value-at-risk
Risikomaß
9
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Portfolio selection
7
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7
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Aufsatz in Zeitschrift
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Bhatia, Parul
1
Burdorf, Tom
1
Do, Trung K.
1
Gallali, Med Imen
1
Gupta, Priya
1
Lesage, James P.
1
Nguyen Quang Thinh
1
Pace, R. Kelley
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Pancholy, Puneet
1
Pandey, Santosh Kumar
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Swami, Onkar Shivraj
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Tang, Mei-Ling
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Asia-Pacific financial markets
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Asia-Pacific journal of management research and innovation : APJMRI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of financial services management : IJFSM
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Investment management and financial innovations
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Journal of economic development
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ECONIS (ZBW)
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1
Portfolio optimization with VaR approach : a comparative analysis for Japan, London, New York and India
Bhatia, Parul
;
Gupta, Priya
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
4/625
,
pp. 245-262
Persistent link: https://www.econbiz.de/10012692462
Saved in:
2
In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling
;
Do, Trung K.
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
Saved in:
3
Spatial econometric Monte Carlo studies: raising the bar
Lesage, James P.
;
Pace, R. Kelley
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011949744
Saved in:
4
Applying three VaR approaches in measuring market risk of stock portfolio : the case study of VN-30 stock basket in HOSE
Nguyen Quang Thinh
;
Vo Thi Quy
- In:
Journal of economic development
24
(
2017
)
2
,
pp. 90-113
Persistent link: https://www.econbiz.de/10011804846
Saved in:
5
Value-at-risk estimation of foreign exchange rate risk in India
Swami, Onkar Shivraj
;
Pandey, Santosh Kumar
;
Pancholy, …
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011559372
Saved in:
6
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Saved in:
7
Evaluation of VaR models' foreecasting performance : the case of oil markets
Gallali, Med Imen
;
Zahraa, Raggad
- In:
International journal of financial services management …
5
(
2011/11
)
3
,
pp. 197-215
Persistent link: https://www.econbiz.de/10009707037
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