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The impact of systemic risk on the diversification benefits of a risk portfolio
Busse, Marc, (2014)
Does risk culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela, (2017)
One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin, (2018)
Value at risk: uses and abuses
Culp, Christopher L., (2003)
Value-at-risk: uses and abuses
Culp, Christopher L., (2005)
Value at risk : uses and abuses
Culp, Christopher L., (2008)