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1
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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2
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
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3
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
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4
Nonparametric factor analytic risk measurement in common stocks in financial firms : evidence from Korean firms
Baek, Seungho
;
Cursio, Joseph D.
;
Cha, Seung Y.
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 497-536
Persistent link: https://www.econbiz.de/10011470947
Saved in:
5
Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets
Karagiannidis, Iordanis
;
Wilford, D. S.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 19-26
Persistent link: https://www.econbiz.de/10011498207
Saved in:
6
All the bottles in one basket? : evaluating the effect of intra-industry diversification on risk
Friberg, Richard
- In:
Long range planning : LRP ; international journal of …
54
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012501813
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7
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
8
Operational risk modelling in insurance and banking
Vukovic, Ognjen
- In:
Inventi impact: microfinance & banking
(
2016
)
3
,
pp. 172-184
Persistent link: https://www.econbiz.de/10011567927
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9
Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane
;
Schweizer, Nikolaus
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 152-182
Persistent link: https://www.econbiz.de/10011589518
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10
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
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