Results 231 to 240 of about 53,651 (258)

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

Journal of Economic Asymmetries, 2020
Matteo Foglia
exaly  

Value-at-Risk and Credit VaR

2005
Moorad Choudhry, Didier Joannas, Richard Pereira, Rod Pienaar   +3 more
openaire   +1 more source

8 La Value at Risk (VaR)

2020
openaire   +2 more sources

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

Energy Economics, 2019
Yudong Wang, Gang-Jin Wang
exaly  

Enterprise risk management: a DEA VaR approach in vendor selection

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

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

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

Value at Risk: Parametrisk VaR som risikostyringsredskab

2016
Value at Risk revolutionized risk management ever since J.P Morgan introduced the concept in their RiskMetrics in the 1980s. VaR has changed and improved through the years and today it is an acknowledged tool in risk management and used daily in many financial institutions.Value at Risk measures an estimate of the experienced risk in monetary terms ...
openaire   +1 more source

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

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

Volatility and Risk: Expected Shortfall as an Alternative Risk Measure to Value at Risk (VaR)

2022
Umar, Hamza, Kehinde, Yussuf, Gwatidzo, Justice   +2 more
openaire   +1 more source

Value-at-risk (VAR)

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