Narrow search
Showing 1 - 10 of 2,288
Cover Image
A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy; Mwangi, Patrick; Panulo, Barry; … - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
Cover Image
Long- and short-run dynamics between South African hedge funds and the equity market
Santangelo, Michele; Botha, Ilse; Strydom, Nicolaas - In: The journal of wealth management : JWM 24 (2021) 2, pp. 129-151
Persistent link: https://www.econbiz.de/10012613525
Cover Image
Extreme value at risk : a scenario for risk management
Kabundi, Alain; Mwamba Muteba, John - In: The South African journal of economics 79 (2011) 2, pp. 173-183
Persistent link: https://www.econbiz.de/10009299903
Cover Image
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom; Van Vuuren, Gary - In: Investment management and financial innovations 15 (2018) 4, pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Cover Image
Modelling aggregate risk of the South African banking industry : an application to Pillar II economic capital
Khoza, Dingaan Jack; Muteba Mwamba, John - In: African finance journal 20 (2018) 1, pp. 39-65
Persistent link: https://www.econbiz.de/10011959054
Cover Image
The application of a risk measurement tool in Greek public sector
Eleftheriadis, Iordanis M.; Vyttas, Vasilios - In: Corporate ownership & control : international … 14 (2016/2017) 4, pp. 240-248
Persistent link: https://www.econbiz.de/10011798161
Cover Image
Zur Prüfung von Marktpreismodellen unter Berücksichtigung des Value at Risk
Eichhorn, Michael - In: Zeitschrift Interne Revision : ZIR ; Fachzeitschrift … 43 (2008) 2, pp. 82-86
Persistent link: https://www.econbiz.de/10003673328
Cover Image
Managing foreign exchange bank
Goldberg, Stephen R.; Drogt, Emily L. - In: The journal of corporate accounting & finance 19 (2007/08) 2, pp. 49-57
Persistent link: https://www.econbiz.de/10003660080
Cover Image
Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10000682884
Cover Image
Beyond value at risk : the new science of risk management
Dowd, Kevin - 1998
Persistent link: https://www.econbiz.de/10000636623