Similar Search Results

Fall, Malick; Viviani, Jean-Laurent - In: The European journal of finance 22 (2016) 10/12, pp. 985-1003

Persistent link: https://www.econbiz.de/10011715289

Prorokowski, Lukasz; Prorokowski, Hubert - In: Journal of financial regulation and compliance : an … 22 (2014) 3, pp. 271-284

Persistent link: https://www.econbiz.de/10010471080

Wang, Ruodu; Ziegel, Johanna F. - In: Finance and stochastics 25 (2021) 4, pp. 725-756

Persistent link: https://www.econbiz.de/10012665201

Sum, Katarzyna - In: Contemporary economics 10 (2016) 1, pp. 71-82

regulators include compensating for the drawbacks of the Value at Risk (VaR) and expected shortfall risk models, resolving the …

Persistent link: https://www.econbiz.de/10011452984

Liu, Fangda; Wang, Ruodu - In: Mathematics of operations research 46 (2021) 3, pp. 1109-1128

Persistent link: https://www.econbiz.de/10012625694

Grundke, Peter; Kühn, André - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 167-190

Persistent link: https://www.econbiz.de/10012416452

Cipra, Tomáš; Hendrych, Radek - In: Finance a úvěr 67 (2017) 1, pp. 15-38

Persistent link: https://www.econbiz.de/10011720685

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763

Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212

Persistent link: https://www.econbiz.de/10009752627

Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457

Persistent link: https://www.econbiz.de/10011487544