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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Risk management and regulation
Adrian, Tobias
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2017
Persistent link: https://www.econbiz.de/10011817262
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Are risk-based capital requirements detrimental to corporate lending? : evidence from Europe
Bruno, Brunella
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Nocera, Giacomo
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Resti, Andrea Cesare
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2017
Persistent link: https://www.econbiz.de/10011671787
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3
A comedy of errors : misguided policy, mis-sold mortages and more
Miller, Marcus
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Zhang, Lei
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Rastapana, Songklod
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2016
Persistent link: https://www.econbiz.de/10011550873
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4
Estimation and testing of dynamic models with generalized hyperbolic innovations
Mencia, Javier
;
Sentana, Enrique
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2005
Persistent link: https://www.econbiz.de/10003096198
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5
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
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2005
Persistent link: https://www.econbiz.de/10003224850
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6
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
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2004
Persistent link: https://www.econbiz.de/10002398866
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7
Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter
;
Weber, Martin
-
2003
Persistent link: https://www.econbiz.de/10001748020
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8
Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10013423602
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