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A parametric model to estimate risk in a fixed income portfolio
Abad, Pilar (contributor); Benito, Sonia (contributor) - 2006
Persistent link: https://www.econbiz.de/10003398615
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A detailed comparison of value at risk in international stock exchanges
Abad, Pilar; Benito, Sonia - 2009
Persistent link: https://www.econbiz.de/10003846611
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A review of the state of the art in quantifying operational risk
Benito, Sonia; Martín, Carmen López - In: The journal of operational risk 13 (2018) 4, pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
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Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
Benito, Sonia; López-Martín, Carmen; Navarro, Mª Ángeles - In: Risk management : an international journal 25 (2023) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10013490818
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The role of the loss function in value-at-risk comparisons
Abad, Pilar; Benito Muela, Sonia; López Martin, Carmen - In: The journal of risk model validation 9 (2015) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
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Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar; Benito Muela, Sonia; López-Martín, Carmen; … - In: Journal of risk 18 (2016) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10011598265