The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
Year of publication: |
2009
|
---|---|
Authors: | McAleer, Michael |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Daily capital charges | Excessive risk taking Market risk | Risk management | Value-at-risk | Violations |
-
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin, (2015)
-
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael, (2008)
-
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, M.J., (2008)
- More ...
-
Are Forecast Updates Progressive?
Chang, Chia-Lin, (2011)
-
Risk Management of Precious Metals
Hammoudeh, Shawkat, (2011)
-
Modelling and Forecasting Noisy Realized Volatility
Asai, Manabu, (2011)
- More ...