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Search: subject:"Component Value-at-Risk"
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Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015061195
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Parametric and Non-Parametric Measures of Volatility : Risk Estimation via the Gini Decompostion and Comparison with the Value-at-Risk
MUssard, Stéphane
;
Terraza, Virginie
- In:
Frontiers in Finance and Economics
1
(
2004
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10004998295
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