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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
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Risk aggregation and computation of total economic capital
Grundke, Peter - In: The VaR implementation handbook, (pp. 229-251). 2009
Persistent link: https://www.econbiz.de/10003827006
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Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.; Powell, Robert - In: The VaR implementation handbook, (pp. 403-414). 2009
Persistent link: https://www.econbiz.de/10003827094
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Model risk in VaR calculations
Schaller, Peter - In: The VaR implementation handbook, (pp. 415-437). 2009
Persistent link: https://www.econbiz.de/10003827096