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The role of the loss function in value-at-risk comparisons

Abad, Pilar; Benito Muela, Sonia; López Martin, Carmen - In: The journal of risk model validation 9 (2015) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10010516723

Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis

Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241

Persistent link: https://www.econbiz.de/10010519956

The structure of reinsurance contracts

Boyer, Marcel; Dupont-Courtade, Théodora - In: The Geneva papers on risk and insurance - issues and … 40 (2015) 3, pp. 474-492

Persistent link: https://www.econbiz.de/10011419056

The impact of credit risk assessment on credit activity of commercial banks

Ljubić, Marijana; Pavlović, Vladan; Milančić, Srećko - In: Megatrend revija 12 (2015) 3, pp. 141-152

Persistent link: https://www.econbiz.de/10011428349

Risk management and business valuation in M&A transactions

Knauer, Thorsten (contributor) - 2015

Persistent link: https://www.econbiz.de/10011373123

Risk measures and the impact of asset price bubbles

Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56

Persistent link: https://www.econbiz.de/10011298886

Risk measurement and management of operational risk, reputation risk and inflation risk in the insurance industry

Kolb, Andreas - 2015

Persistent link: https://www.econbiz.de/10011299283

Using medians in portfolio optimization

Benati, Stefano - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 720-731

Persistent link: https://www.econbiz.de/10011302308

Risk management with thinly traded securities : methodology and implementation

Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013

Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the...

Persistent link: https://www.econbiz.de/10011303812

On aggregate model risk management : focus on stress testing

Shi, Yan; Young, H. Walter; Cao, Ran - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10011306352