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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
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A practical approach to market risk analysis and control : empirical test of the Mexican foreign exchange and stock markets
Al Janabi, Mazin A. M. - In: International journal of risk assessment and management … 9 (2008) 1/2, pp. 70-103
Persistent link: https://www.econbiz.de/10003741202
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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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The value at risk of the mathematical provision : critical issues
Cocozza, Rosa; Lorenzo, Emilia di; Orlando, Albina; … - In: Journal of risk management in financial institutions 1 (2007/08) 3, pp. 311-319
Persistent link: https://www.econbiz.de/10003741762
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Valor en riesgo: modelos econométricos contra metodologías tradicionales
Ramírez Ramírez, Elías; Ramírez Ramírez, Pedro … - In: Análisis económico 22 (2007) 3, pp. 179-198
Persistent link: https://www.econbiz.de/10003743412
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Value-at-Risk for Greek stocks
Angelidis, Timotheos; Benos, Alexandros Vassiliou - In: Multinational finance journal : MF ; quarterly … 12 (2008) 1/2, pp. 67-104
Persistent link: https://www.econbiz.de/10003744221
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Estimation of VaR using copula and extreme value theory
Hotta, L. K.; Lucas, E. C.; Palaro, H. P. - In: Multinational finance journal : MF ; quarterly … 12 (2008) 3/4, pp. 205-218
Persistent link: https://www.econbiz.de/10003744261
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Risk evaluation in financial risk management : prediction limits and backtesting
Pauly, Ralf; Fricke, Jens - 2008
Persistent link: https://www.econbiz.de/10003744695
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Integrated optimization of procurement, processing and trade of commodities
Devalkar, Sripad K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003744713
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Residual value risk in the leasing industry : a European case
Pirotte, Hugues; Vaessen, Céline - In: The European journal of finance 14 (2008) 1/2, pp. 157-177
Persistent link: https://www.econbiz.de/10003744741