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An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge; De Schepper, Ann - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
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Managing operational risk : methodology and prospects
Temnov, Grigory - In: Mathematical control theory and finance, (pp. 397-417). 2008
Persistent link: https://www.econbiz.de/10003755898
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Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo; Chan, Felix; McAleer, Michael - In: Pacific-Basin finance journal 16 (2008) 4, pp. 453-475
Persistent link: https://www.econbiz.de/10003757401
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
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Wertorientiertes Risikomanagement in Banken : Analyse der Wertrelevanz und Implikationen für Theorie und Praxis
Strauß, Michael - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003758626
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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 efficient portfolio selection using goal programming
Chen, Hsin-hung - In: Review of Pacific Basin financial markets and policies 11 (2008) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10003759216
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Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003759325
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Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos; Skiadopoulos, George - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
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Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E. (contributor); Powell, Robert (contributor) - 2008
Persistent link: https://www.econbiz.de/10003759999