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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Yield curve risk measures
Fabozzi, Frank J.; Mann, Steven V. - 2008
Persistent link: https://www.econbiz.de/10003765477
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Rethinking risk management
Stulz, René M. - In: The revolution in corporate finance, (pp. 367-384). 2003
Persistent link: https://www.econbiz.de/10001907027
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Rethinking risk management
Stulz, René M. - In: Corporate risk management, (pp. 93-120). 2008
Persistent link: https://www.econbiz.de/10003660143
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Qualitative dimensions in finance and risk management research
Dowd, Kevin - In: The real life guide to accounting research : a behind …, (pp. 509-523). 2008
Persistent link: https://www.econbiz.de/10003848951
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Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella; Bertocchi, Marida; Račev, Svetlozar T. - In: Quantitative fund management, (pp. 359-375). 2009
Persistent link: https://www.econbiz.de/10003797016
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075
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Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Operations research models in banking management, (pp. 169-187). 2013
Persistent link: https://www.econbiz.de/10009739300
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Back-testing market risk models
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765458