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Portfolio analysis based on the shortfall concept
Matthes, Rainer - In: Risk measurement, econometrics and neural networks : …, (pp. 147-160). 1998
Persistent link: https://www.econbiz.de/10001305356
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10001404275
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Methods for evaluating value-at-risk estimates
López, José A. - In: Economic policy review 4 (1998) 3, pp. 109-118
Persistent link: https://www.econbiz.de/10001338728
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Optionsbewertung und Risikomessung mit impliziten Binomialbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10001374429
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Parametrische Modelle zur Ermittlung des Value-at-Risk
Read, Oliver - 1998
Persistent link: https://www.econbiz.de/10001355558
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Techniques for verifying the accuracy of risk measurement models
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 73-84
Persistent link: https://www.econbiz.de/10001223182
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Measuring organizational downside risk
Miller, Kent D. - 1994
Persistent link: https://www.econbiz.de/10000891710
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Elements of finance under risk, an average deviation approach to risk
Denneberg, Dieter - 1983
Persistent link: https://www.econbiz.de/10000593012
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130