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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
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Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren; Staum, Jeremy - In: Journal of risk 11 (2008/09) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
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Monte Carlo simulations versus DCF in real estate portfolio valuation
Baroni, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003305012
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How to calculate an internal rating? : synthesis and proposition for a contingent approach using a Monte Carlo simulation and a rate stochastic model following Poisson's law
Damel, Pascal - In: International journal of business 11 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003342000
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Berechnung des Value-at-Risk mit der Monte Carlo Simulation
Linnertová, Dagmar; Reuse, Svend - In: Controller Magazin : Praxiswissen zur … 34 (2009) 3, pp. 84-92
Persistent link: https://www.econbiz.de/10003831666
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Optimierung des Risikomanagementsystems am Beispiel der R. STAHL Technologiegruppe
Günther, Thomas; Śmirska, Katarzyna; Schiemann, Frank; … - In: Controlling : Zeitschrift für erfolgsorientierte … 21 (2009) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10003794567
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Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
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Geschäftsbereichssteuerung auf der Basis des VaR
Kunz, Hendrik - In: Finanz-Betrieb : FB ; Zeitschrift für … 11 (2009) 4, pp. 170-180
Persistent link: https://www.econbiz.de/10003824496
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Fat tails, expected shortfall and the Monte Carlo method : a note
Brunner, Michael; Piacenza, Fabio; Monti, Fabio; … - In: The journal of operational risk 4 (2009/10) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10003848819