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Non-parametic liquidity-adjusted VaR model : a stochastic programming approach
Fragnière, Emmanuel; Gondzio, Jacek; Tuchschmid, Nils S.; … - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 109-116
Persistent link: https://www.econbiz.de/10008937101
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Non-parametic liquidity-adjusted VaR model : a stochastic programming approach
Fragnière, Emmanuel; Gondzio, Jacek; Tuchschmid, Nils S.; … - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 109-116
Persistent link: https://www.econbiz.de/10009895908
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The emergent evolution of human risks in service companies due to control industrialization : an empirical research
Fragnière, Emmanuel; Junod, Nathalie - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 169-177
Persistent link: https://www.econbiz.de/10008939360
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A stochastic programming model to minimize volume liquidity risk in commodity trading
Fragnière, Emmanuel; Markov, Iliya - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 133-141
Persistent link: https://www.econbiz.de/10009629242
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The emergent evolution of human risks in service companies due to control industrialization : an empirical research
Fragnière, Emmanuel; Junod, Nathalie - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 169-177
Persistent link: https://www.econbiz.de/10009895940
Cover Image
A stochastic programming model to minimize volume liquidity risk in commodity trading
Fragnière, Emmanuel; Markov, Iliya - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 133-141
Persistent link: https://www.econbiz.de/10010039066