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Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan; Sounders, David - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
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A robust set-valued scenario approach for handling modeling risk in portfolio optimization
Zhu, Shushang; Jin, Xiaodong; Li, Duan - In: The journal of computational finance 19 (2015) 1, pp. 11-40
Persistent link: https://www.econbiz.de/10011480704
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Tail risk in emerging markets of Southeastern Europe
Totić, Selena; Božović, Miloš - In: Applied economics 48 (2016) 19/21, pp. 1785-1798
Persistent link: https://www.econbiz.de/10011589813
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Editorial review: Beyond the worst case scenario : "managing" the risks of extreme events
Fischbacher-Smith, Denis - In: Risk management : a journal of risk, crisis and disaster 12 (2010) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10003942936
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Corporate treasury risk management : are new approaches now essential?
Higdon, Paul; Busch, Nico - In: Journal of corporate treasury management : the official … 3 (2009/10) 4, pp. 310-319
Persistent link: https://www.econbiz.de/10008657777
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Systematic stress tests with entropic plausibility constraints
Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
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Combining operational loss data with expert opinions through advanced credibility theory
Agostini, Alessandra; Talamo, Paolo; Vecchione, Vittorio - In: The journal of operational risk 5 (2010/11) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10003971938
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Scenario-based risk evaluation
Wang, Ruodu; Ziegel, Johanna F. - In: Finance and stochastics 25 (2021) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
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Systematic stress tests on public data
Breuer, Thomas; Summer, Martin - In: Journal of banking & finance 118 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
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Practical implementation of scenario generation-based risk analysis of electrical girds investment projects
Verdelho, Maria Inês; Carvalho, Pedro; Santana, João J. E. - In: International journal of risk assessment and management … 19 (2016) 4, pp. 331-345
Persistent link: https://www.econbiz.de/10011658880