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The VaR implementation handbook
23
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ECONIS (ZBW)
23
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1
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
2
Efficient VaR : using past forecast performance to generate improved VaR forecasts
Dowd, Kevin
;
Blanco, Carlos
- In:
The VaR implementation handbook
,
(pp. 25-39)
.
2009
Persistent link: https://www.econbiz.de/10003826901
Saved in:
3
Applying VaR to hedge fund trading strategies : limitations and challenges
Lamm, R. McFall
- In:
The VaR implementation handbook
,
(pp. 41-57)
.
2009
Persistent link: https://www.econbiz.de/10003826905
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4
Cash flow at risk : linking strategy and finance
Hommel, Ulrich
- In:
The VaR implementation handbook
,
(pp. 59-83)
.
2009
Persistent link: https://www.econbiz.de/10003826907
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5
Plausible operational value-at-risk calculations for management decision making
Kross, Wilhelm
;
Hommel, Ulrich
;
Wiethuechter, Martin
- In:
The VaR implementation handbook
,
(pp. 85-104)
.
2009
Persistent link: https://www.econbiz.de/10003826913
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6
Value-at-risk performance criterion : a performance measure for evaluating value-at-risk models
Adams, Zeno
;
Füss, Roland
- In:
The VaR implementation handbook
,
(pp. 105-119)
.
2009
Persistent link: https://www.econbiz.de/10003826931
Saved in:
7
Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk
Breitenfellner, Bastian
;
Wagner, Niklas F.
- In:
The VaR implementation handbook
,
(pp. 121-137)
.
2009
Persistent link: https://www.econbiz.de/10003826939
Saved in:
8
Some advanced approaches to VaR calculation and measurement
Racicot, François-Éric
;
Théoret, Raymond
- In:
The VaR implementation handbook
,
(pp. 139-165)
.
2009
Persistent link: https://www.econbiz.de/10003826945
Saved in:
9
Computational aspects of value at risk
Navarro, Germán
;
Olmeda, Ignacio
- In:
The VaR implementation handbook
,
(pp. 167-183)
.
2009
Persistent link: https://www.econbiz.de/10003826965
Saved in:
10
Value-at-risk-based stop-loss trading
Scherer, Bernd
- In:
The VaR implementation handbook
,
(pp. 187-206)
.
2009
Persistent link: https://www.econbiz.de/10003826996
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