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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Journal of risk"
~person:"Rebonato, Riccardo"
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Rebonato, Riccardo
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Combining non-constant weights with historical simulation VaR
Rebonato, Riccardo
;
Shanbhogue, Vasant
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
4
,
pp. 392-404
Persistent link: https://www.econbiz.de/10008736815
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The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
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Post-crisis financial risk management : some suggestions
Rebonato, Riccardo
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 148-155
Persistent link: https://www.econbiz.de/10003963533
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