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Microfinance institutions and the provision of mobile financial services : first empirical evidence
Dorfleitner, Gregor; Quynh Anh Nguyen; Röhe, Michaela - In: Finance research letters 31 (2019), pp. 357-362
Persistent link: https://www.econbiz.de/10012421632
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Scale-consistent value-at-risk
Lehnert, Thorsten; Wolff, Christiaan Cornelis Petrus - In: Finance research letters 1 (2004) 2, pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
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Time-inconsistency of VaR and time-consistent alternatives
Cheridito, Patrick; Stadje, Mitja - In: Finance research letters 6 (2009) 1, pp. 40-46
Persistent link: https://www.econbiz.de/10003834758
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Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim - In: Finance research letters 6 (2009) 3, pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
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Optimality of the RiskMetrics VaR model
González-Rivera, Gloria; Lee, Tae-hwy; Yoldas, Emre - In: Finance research letters 4 (2007) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
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The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John; Dowd, Kevin - In: Finance research letters 4 (2007) 3, pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
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Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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Conditional Sharpe ratios
Chow, Victor K.; Lai, Christine W. - In: Finance research letters 12 (2015), pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
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Bank insolvency risk and Z-score measures : a refinement
Lepetit, Lætitia; Strobel, Frank - In: Finance research letters 13 (2015), pp. 214-224
Persistent link: https://www.econbiz.de/10011552521