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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
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The importance of accurate risk modelling techniques for corporate ownders and managers : an application of distribution fitting to illiquid securities
O'Connell, Darren; O'Grady, Barry - In: Corporate ownership & control : international … 11 (2013/14) 2, pp. 8-20
Persistent link: https://www.econbiz.de/10011337224
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A new set of improved value-at-risk backtests
Ziggel, Daniel; Berens, Tobias; Weiß, Gregor; Wied, Dominik - 2013
Persistent link: https://www.econbiz.de/10009793506
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Nonparametric factor analytic risk measurement in common stocks in financial firms : evidence from Korean firms
Baek, Seungho; Cursio, Joseph D.; Cha, Seung Y. - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 497-536
Persistent link: https://www.econbiz.de/10011470947
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A new variance reduction technique for estimating value-at-risk
Korn, Ralf; Pupashenko, Mykhailo - In: Applied mathematical finance 22 (2015) 1/2, pp. 83-98
Persistent link: https://www.econbiz.de/10010505164
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A new set of improved Value-at-Risk backtests
Ziggel, Daniel; Berens, Tobias; Weiß, Gregor; Wied, Dominik - In: Journal of banking & finance 48 (2014), pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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Quantitative Verfahren im Risikomanagement : Risikoaggregation, Risikomaße und Performancemaße
Gleißner, Werner - In: Risikomanagement und Risiko-Controlling : [Organisation …, (pp. 179-204). 2011
Persistent link: https://www.econbiz.de/10009297406
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590
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Modeling fund and portfolio risk : a bi-modal approach to analyzing risk in turbulent markets
Karagiannidis, Iordanis; Wilford, D. S. - In: Review of financial economics : RFE 25 (2015), pp. 19-26
Persistent link: https://www.econbiz.de/10011498207
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Value-at-risk : theory and practice
Holton, Glyn A. - 2003
Persistent link: https://www.econbiz.de/10001748316