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Market risk calculation for private equity fund-of-funds
Henzler, Jörg; George, Constantine - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 328-360
Persistent link: https://www.econbiz.de/10011980279
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The value at risk of the mathematical provision : critical issues
Cocozza, Rosa; Lorenzo, Emilia di; Orlando, Albina; … - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 311-319
Persistent link: https://www.econbiz.de/10003741762
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The implosion of the Alt-A mortgage-backed securities market
Woodward, Luke; Raju, Sudhakar - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 214-225
Persistent link: https://www.econbiz.de/10003831753
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Have we gone too VAR? : the forsaken side of risk management
Payant, W. Randall - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 243-249
Persistent link: https://www.econbiz.de/10003865055
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The drawbacks of VaR's, or risk management's Byzantine discussion
Angulo, Javier A. - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 259-264
Persistent link: https://www.econbiz.de/10003865062
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Financial risk and capital adequacy: the moral hazard problem
Liu, Mei-ying - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 306-323
Persistent link: https://www.econbiz.de/10003865079
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The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo - In: Journal of risk management in financial institutions 4 (2010/11) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
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Using truncated Lévy flight to estimate downside risk
Xiong, James X. - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10003991439
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Diversification effects in operational risk: a robust approach
Monti, Fabio; Brunner, Michael; Piacenza, Fabio; … - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
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Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane; Coggins, Frank; Trudel, Yves - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10003991500