Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or … produce more accurate risk assessments, treating both portfolio-level and asset-level analysis. Asset-level analysis is … particularly challenging because the demands of real-world risk management in financial institutions - in particular, real …

Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or … produce more accurate risk assessments, treating both portfolio-level and asset-level analysis. Asset-level analysis is … particularly challenging because the demands of real-world risk management in financial institutions - in particular, real …

Economy', Econometrica, 22 (3), July, 265-90 -- K.J. Arrow (1964), 'The Role of Securities in the Optimal Allocation of Risk … Royal Statistical Society B, 72, 269-342. -- Arrow, K. J. (1964), "The Role of Securities in the Optimal Allocation of Risk … academic research articles one should know in risk measurement and management. Through his central position in financial …