| Calculating VaR for hedge funds
|
2009 |
Billio, Monica |
| Efficient VaR : using past forecast performance to generate improved VaR forecasts
|
2009 |
Dowd, Kevin |
| Applying VaR to hedge fund trading strategies : limitations and challenges
|
2009 |
Lamm, R. McFall |
| Value-at-risk-based stop-loss trading
|
2009 |
Scherer, Bernd |
| Aggregating and combining ratings
|
2009 |
Weißbach, Rafael |
| Model risk in VaR calculations
|
2009 |
Schaller, Peter |
| Value at risk under heterogeneous investment horizons and spatial relations
|
2009 |
Fernández, Viviana |
| Value-at-risk performance criterion : a performance measure for evaluating value-at-risk models
|
2009 |
Adams, Zeno |
| Computational aspects of value at risk
|
2009 |
Navarro, Germán |
| Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach
|
2009 |
Fantazzini, Dean |
| Risk measures and their applications in asset management
|
2009 |
|
| Risk evaluation of sectors traded at the ISE with VaR analysis
|
2009 |
Orhan, Mehmet |
| Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
|
2009 |
Allen, David E. |
| How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application
|
2009 |
Rengifo, Erick W. |
| Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk
|
2009 |
Breitenfellner, Bastian |
| Some advanced approaches to VaR calculation and measurement
|
2009 |
Racicot, François-Éric |
| Modeling portfolio risks with time-dependent default rates in venture capital
|
2009 |
Kemmerer, Andreas |
| A model to measure portfolio risks in venture capital
|
2009 |
Kemmerer, Andreas |
| Cash flow at risk : linking strategy and finance
|
2009 |
Hommel, Ulrich |
| Plausible operational value-at-risk calculations for management decision making
|
2009 |
Kross, Wilhelm |
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