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The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Journal of economic surveys 23 (2009) 5, pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
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The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - In: Journal of economic surveys 23 (2009) 5, pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
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The ten commandments for managing investments
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
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The welfare cost of ignoring the beta
Gollier, Christian - 2021
Persistent link: https://www.econbiz.de/10012499150