Search Results - subject:"Value‐at‐Risk"

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The European journal of finance 28 (2022) 9, pp. 871-888

Persistent link: https://www.econbiz.de/10013373347

Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao - In: Mathematics of operations research 47 (2022) 3, pp. 2494-2519

Persistent link: https://www.econbiz.de/10013375081

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Simulations -- 27 Value at Risk, Expected Shortfall and Other Risk Measures -- 28 Credit Risk (1) – Credit Risk Assessment …

Persistent link: https://www.econbiz.de/10013441427

Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Research in international business and finance 59 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013410827

Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong - In: Insurance / Mathematics & economics 107 (2022), pp. 307-325

Persistent link: https://www.econbiz.de/10013471249

Fung, Kennard; Jeong, Jiin; Pereira, Javier - In: Finance research letters 47 (2022) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10013457293

Khalaf, Lynda; Leccadito, Arturo; Urga, Giovanni - In: Journal of financial econometrics 20 (2022) 5, pp. 839-874

Persistent link: https://www.econbiz.de/10013460029

Li, Roujia; Liu, Jia - In: Operations research forum 3 (2022) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10013461950

Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; … - In: Pacific-Basin finance journal 74 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013389474

Santos, Douglas Gomes dos; Candido, Osvaldo; Tófoli, … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013449240

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