Three essays on regulatory, market, and estimation risk
Year of publication: |
2018
|
---|---|
Authors: | Bernardi, Simone |
Publisher: |
Zurich |
Subject: | Regulierung | Regulation | Marktrisiko | Market risk | Schätztheorie | Estimation theory |
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Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul, (2018)
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Market risk management in a Post-Basel II regulatory environment
Urošević, Branko, (2016)
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf, (2001)
- More ...
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Maximum Diversification Strategies Along Commodity Risk Factors
Bernardi, Simone, (2018)
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Capital Floors, the Revised SA and the Cost of Loans in Switzerland
Bernardi, Simone, (2015)
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Second-Order Risk of Alternative Risk Parity Strategies
Bernardi, Simone, (2019)
- More ...