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Measuring organizational downside risk
Miller, Kent D. - 1994
Persistent link: https://www.econbiz.de/10000891710
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Interest rate interventions with different stock market risk measures
Lindén, Mikael; Suonperä, Antti - 1990
Persistent link: https://www.econbiz.de/10000806904
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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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Risikomessung mit Shortfall-Maßen : das Programm MAMBA - Metzler Asset Management Benchmark Analyser
Korn, Olaf; Schröder, Michael; Szczesny, Andrea; … - 1996
Persistent link: https://www.econbiz.de/10000663809
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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Computation and asymptotic properties of estimated coherent risk measures
Miller, D. J.; Kim, M. - In: Computational finance and its applications III : …, (pp. 175-184). 2008
Persistent link: https://www.econbiz.de/10003713310
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Integrating liquidity risk factor into a parametric value at risk method
Al Janabi, Mazin A. M. - In: The journal of trading 3 (2008) 3, pp. 76-87
Persistent link: https://www.econbiz.de/10003758936
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Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To - In: The journal of futures markets 28 (2008) 2, pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
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Short-term interest rates volatility and liquidity risk
Caglio, Cecilia; Gabbi, Giampaolo; Zanotti, Giovanna - In: Stock market liquidity : implications for market …, (pp. 67-75). 2008
Persistent link: https://www.econbiz.de/10003650491
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Value-at-risk : is lacking in sub-additivity just an annoying technicality?
Tibiletti, Luisa - In: International journal of risk assessment and management … 9 (2008) 1/2, pp. 44-51
Persistent link: https://www.econbiz.de/10003741199