Narrow search
Showing 1 - 7 of 7
Cover Image
Risk assessment for a structured product specific to the CO2 emission permits market
Frunza, Marius-Christian; Guégan, Dominique - In: The journal of alternative investments 15 (2012/13) 3, pp. 72-91
Persistent link: https://www.econbiz.de/10009715857
Cover Image
Viewing risk measures as information
Tarrant, Wayne; Guégan, Dominique - In: Journal / The Capco Institute : journal of financial … 38 (2013), pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
Cover Image
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
Persistent link: https://www.econbiz.de/10012098775
Cover Image
Artificial intelligence, data, ethics : an holistic approach for risks and regulation
Bogroff, Alexis; Guégan, Dominique - 2019
Persistent link: https://www.econbiz.de/10012107748
Cover Image
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
Persistent link: https://www.econbiz.de/10011925077
Cover Image
The other side of the coin : risks of the Libra Blockchain
Abraham, Louis; Guégan, Dominique - 2019
Persistent link: https://www.econbiz.de/10012197109
Cover Image
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique; Hassani, Bertrand - 2015
Persistent link: https://www.econbiz.de/10011635443