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Portfolio symmetry and momentum

Billio, Monica; Calés, Ludovic; Guégan, Dominique - 2009

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A modified Panjer algorithm for operational risk capital calculations

Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 4 (2009/10) 4, pp. 53-72

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Crypto assets : the role of ICO tokens within a well-diversified portfolio

Adhami, Saman; Guégan, Dominique - In: Journal of industrial and business economics 47 (2020) 2, pp. 219-241

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Uncertainty in historical value-at-risk : an alternative quantile-based risk measure

Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017

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Measuring risks in the tail: the extreme VaR and its confidence interval

Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224

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Risk measurement : from quantitative measures to management decisions

Guégan, Dominique; Hassani, Bertrand - 2019

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Portfolio symmetry and momentum

Billio, Monica; Calès, Ludovic; Guégan, Dominique - In: European journal of operational research : EJOR 214 (2011) 3, pp. 759-767

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Risk Measurement : From Quantitative Measures to Management Decisions

Guégan, Dominique; Hassani, Bertrand K. - 2019

1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics --...

Persistent link: https://www.econbiz.de/10012398556