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Special issue on risk measurement
Barone-Adesi, Giovanni (contributor) - 2005
Persistent link: https://www.econbiz.de/10002599699
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On the significance of expected shortfall as a coherent risk measure
Inui, Koji; Kijima, Masaaki - In: Journal of banking & finance 29 (2005) 4, pp. 853-864
Persistent link: https://www.econbiz.de/10002600061
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Sensitivity analysis of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David; Scaillet, Olivier - In: Journal of banking & finance 29 (2005) 4, pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
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The choice of the distribution of asset returns : how extreme value theory can help?
Longin, François M. - In: Journal of banking & finance 29 (2005) 4, pp. 1017-1035
Persistent link: https://www.econbiz.de/10002601166
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Financial risk manager handbook
Jorion, Philippe - 2005 - 3. ed
Persistent link: https://www.econbiz.de/10002524797
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Credit derivatives : CDOs and structured credit products
Das, Satyajit - 2005 - 3rd ed
Persistent link: https://www.econbiz.de/10002620876
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A word of caution on calculating market-based minimum capital risk requirements
Brooks, Chris; Clare, Andrew D.; Persand, Gita - In: Journal of banking & finance 24 (2000) 10, pp. 1557-1574
Persistent link: https://www.econbiz.de/10001511626
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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Operational risk assessment : the commercial imperative of a more forensic and transparent approach
Young, Brendon; Coleman, Rodney - 2009
Persistent link: https://www.econbiz.de/10003770388
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Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - In: Journal of banking & finance 32 (2008) 9, pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974