Narrow search
Showing 1 - 10 of 193
Cover Image
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European Financial Management 8 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10005309499
Cover Image
Non-Parametric VAR Techniques : Myths and Realities
Giannopoulos, Kostas; Barone-Adesi, Giovanni - 2015
Persistent link: https://www.econbiz.de/10014166276
Cover Image
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The European journal of finance 24 (2018) 4/6, pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Cover Image
Non-parametric VaR techniques : myths and realities
Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10001603710
Cover Image
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European financial management : the journal of the … 8 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Cover Image
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Cover Image
MARKET RISK - DON'T LOOK BACK
Barone-Adesi, Giovanni; Bourgoin, Frederick; … - In: Risk : managing risk in the world's financial markets 11 (1998) 8, pp. 100-103
Persistent link: https://www.econbiz.de/10007062093
Cover Image
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Non-parametric VaR Techniques. Myths and Realities
Barone-Adesi, Giovanni; Giannopoulos, Kostas - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10006038519
Cover Image
EXECUTIVE SUMMARIES - Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: European financial management : the journal of the … 8 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10005944381
Cover Image
VaR without Correlations for Portfolios of Derivative Securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10007375180