Results 251 to 260 of about 53,466 (260)

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

Ungyong T'onggye Yon'gu = the Korean Journal of Applied Statistics, 2012
exaly  

Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR

European Journal of Operational Research, 2010
Wing-Keung Wong, Chenghu Ma
exaly  

The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach

Finance Research Letters
Elroi Hadad, Sun-Yong Choi
exaly  

-VaR and -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC

Insurance: Mathematics and Economics, 2009
exaly  

Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis

Research in International Business and Finance
Xinyu Wu
exaly  

How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR

Quantitative Finance, 2019
exaly  

Il Value-At-Risk (VAR)

2012
openaire   +1 more source

Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit

Insurance: Mathematics and Economics, 2016
exaly  

Exploring interconnections and risk evaluation of green equities and bonds: fresh perspectives from TVP-VAR model and wavelet-based VaR analysis

China Finance Review International
exaly  

Managing Risk with VAR

2005
exaly