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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
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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
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3
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
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4
Artificial intelligence, data, ethics : an holistic approach for risks and regulation
Bogroff, Alexis
;
Guégan, Dominique
-
2019
Persistent link: https://www.econbiz.de/10012107748
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5
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
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6
The other side of the coin : risks of the Libra Blockchain
Abraham, Louis
;
Guégan, Dominique
-
2019
Persistent link: https://www.econbiz.de/10012197109
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7
Risk or regulatory capital? : bringing distributions back in the foreground
Guégan, Dominique
;
Hassani, Bertrand
-
2015
Persistent link: https://www.econbiz.de/10011635443
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8
Dynamic risk exposure in hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2007
Persistent link: https://www.econbiz.de/10003912061
Saved in:
9
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
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10
Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
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