Results 241 to 250 of about 366,309 (253)

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
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
Mohamed Yousfi
exaly  

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

Finance Research Letters
Sun-yong Choi, Elroi Hadad
exaly  

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

Quantitative Finance, 2019
exaly  

Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models

Physica A: Statistical Mechanics and Its Applications, 2016
exaly  

Value‐at‐Risk and Credit VaR

2014
exaly  

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

Insurance: Mathematics and Economics, 2016
exaly  

Il Value-At-Risk (VAR)

2012
openaire   +1 more source

Risikoermittlung mit Hilfe der Risikokennzahl Value at Risk (VaR)

2008
openaire   +1 more source