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person:"Andrén, Niclas"
subject:"Risk measure"
~person:"Daníelsson, Jón"
~person:"Dionne, Georges"
~person:"Karmakar, Madhusudan"
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Risk measure
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93
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16
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Andrén, Niclas
Daníelsson, Jón
Dionne, Georges
Karmakar, Madhusudan
Stoja, Evarist
25
Wang, Ruodu
20
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18
Polanski, Arnold
17
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14
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11
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10
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9
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8
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8
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8
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8
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8
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8
Janabi, Mazin A. M. al
8
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8
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8
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8
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7
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6
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The strategic CFO : creating value in a dynamic market environment
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ECONIS (ZBW)
25
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
3
Corporate risk management : theories and applications
Dionne, Georges
-
2019
Persistent link: https://www.econbiz.de/10012033305
Saved in:
4
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
5
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
6
Liquidity-Adjusted Intraday Value at Risk Modeling and Risk Management : An Application to Data from Deutsche Börse
Dionne, Georges
-
2014
This paper develops a high-frequency risk measure, the Liquidity-adjusted Intraday Value at Risk (LIVaR). Our objective is to explicitly consider the endogenous liquidity dimension associated with order size. Taking liquidity into consideration when using intraday data is important because...
Persistent link: https://www.econbiz.de/10013058314
Saved in:
7
Exposure-Based Cash-Flow-At-Risk for Value-Creating Risk Management Under Macroeconomic Uncertainty
Andrén, Niclas
-
2013
A strategically minded CFO will realize that strategic corporate risk management is about finding the right balance between risk prevention and proactive value generation. Efficient risk and performance management requires adequate assessment of risk and risk exposures on the one hand and...
Persistent link: https://www.econbiz.de/10013094622
Saved in:
8
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
9
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
10
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
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