| Upgrading value-at-risk from diagnostic metric to decision variable: a wise thing to do?
|
2004 |
Grootveld, Henk |
| Granularity adjustment in portfolio credit risk measurement
|
2004 |
Gordy, Michael B. |
| Coherent representations of subjective risk-aversion
|
2004 |
Acerbi, Carlo |
| Change-point analysis for dependence structures in finance and insurance
|
2004 |
Dias, Alexandra |
| On the (non)acceptance of innovations
|
2004 |
Szegö, Giorgio |
| Concave risk measures in international capital regulation
|
2004 |
Kondor, Imre |
| Risk measures for asset allocation models
|
2004 |
Giacometti, Rosella |
| Dynamic convex risk measures
|
2004 |
Fritelli, Marco |
| A risk measure for income processes
|
2004 |
Pflug, Georg Ch. |
| Regulation and incentives for risk management in incomplete markets
|
2004 |
Daníelsson, Jón |
| A comparison of value-at-risk models in finance
|
2004 |
Manganelli, Simone |
| Spectral risk measures for credit portfolios
|
2004 |
Albanese, Claudio |
| Hedge funds: a copula approach for risk management
|
2004 |
Geman, Hélyette |
| Estimation of tail risk and portfolio optimisation with respect to extreme measures
|
2004 |
Consigli, Giorgio |
| Capital allocation, portfolio enhancement and performance measurement: a unified approach
|
2004 |
Hallerbach, Winfried G. |
| Pricing in incomplete markets: from absence of good deals to acceptable risk
|
2004 |
Geman, Hélyette |
| The emperor has no clothes: limits to risk modelling
|
2004 |
Daníelsson, Jón |
| Value-at-risk, expected shortfall and marginal risk contribution
|
2004 |
Rau-Bredow, Hans |
| Financial applications of copula functions
|
2004 |
Jouanin, Jean-Frédéric |
| Derivative portfolio hedging based on CVaR
|
2004 |
Alexander, Siddharth |
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