Results 281 to 290 of about 248,583 (305)

The diabolical sovereigns/banks risk loop: A VAR quantile design

Journal of Economic Asymmetries, 2020
Matteo Foglia
exaly  

Risk spillovers between oil and stock markets: A VAR for VaR analysis

Energy Economics, 2019
Danyan Wen, Gang-Jin Wang, Yudong Wang   +2 more
exaly  

Enterprise risk management: a DEA VaR approach in vendor selection

International Journal of Production Research, 2010
Desheng Wu, David L Olson
exaly  

Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

Risk Management, 2018
Xu Guo, Raymond H Chan, Wing-Keung Wong   +2 more
exaly  

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

Australian Journal of Management, 2016
Katherine Uylangco
exaly  

Interest rate, liquidity, and sovereign risk: derivative-based VaR

Journal of Risk Finance, 2017
Mariya Gubareva, Maria Rosa Borges
exaly  

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

Insurance: Mathematics and Economics, 2009
Jules Sadefo Kamdem
exaly  

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Journal of Emerging Market Finance, 2019
Soumya Guha Deb
exaly  

Value-at-risk (VAR)

1998
Benninga, S.Z., Wiener, Z.
openaire   +1 more source

An Empirical Study on Value-at-Risk and Backtesting VaR Models

2014
In a risky financial environment, investors gradually realise the danger of potential risk and the importance of risk management. The theory of Value-at-Risk (VaR) has become popular along with the establishment of risk management system in the field of finance. This paper will start with introducing different types of risks existing in today’s market,
openaire   +1 more source