| Document Title |
Author |
Issue Date |
| When More is Less: Using Multiple Constraints to.. |
[Alexander, Gordon][Baptista, Alexandre][Yan, Shu]
|
9-3-2010 |
| Destabilizing properties of a VaR or probability.. |
[Eisenberg, Larry]
|
5-18-2010 |
| The Marginal Price of Risk with a VaR Constraint |
[Eisenberg, Larry]
|
5-18-2010 |
| VaR, Probability-of-Ruin and Their Consequences .. |
[Eisenberg, Larry]
|
5-18-2010 |
| Stress Testing by Financial Intermediaries: Impl.. |
[Alexander, Gordon][Baptista, Alexandre]
|
3-30-2010 |
| Value-at-Risk versus Non-Value-at-Risk Traders |
[Steinbacher, Matjaz]
|
5-3-2009 |
| Financial Intermediary Leverage and Value-at-Ris.. |
[Adrian, Tobias][Shin, Hyun Song]
|
2-14-2009 |
| Spectral Risk Measures with an Application to Fu.. |
[Cotter, John][Dowd, Kevin]
|
6-21-2007 |
| Proprietary Trading Losses in Banks: Do Banks In.. |
[Instefjord, Norvald][Sasaki, Kouji]
|
5-6-2007 |
| Die Portefeuilleoptimierung im Eigenhandel von K.. |
[Reckers, Thomas]
|
8-24-2006 |
| Margin Setting With High Frequency Data |
[Cotter, John][Longin, Francois M.]
|
4-13-2006 |
| Extreme Spectral Risk Measures: An Application t.. |
[Cotter, John][Dowd, Kevin]
|
3-26-2006 |
| Market Liquidity and Funding Liquidity |
[Brunnermeier, Markus][Pedersen, Lasse H.]
|
12-1-2005 |
| Review of Standard Portfolio Analysis of Risk (".. |
[CFTC]
|
8-25-2005 |
| Life After VaR |
[Boyle, Phelim][Hardy, Mary][Vorst, Ton]
|
7-1-2005 |
| Real-Time Risk Management for Central Counterpar.. |
[Sami, Peter][Khivraj, Naresh K.]
|
2-2-2005 |
| Satisfying Convex Risk Limits by Trading |
[Larsen, Kasper][Pirvu, Traian][Shreve, Steven][Tutuncu, Reha]
|
8-18-2004 |
| Impact of Risk Management on the Recent Market V.. |
[Tilman, Leo M.][Wong, Raymond][Yamaguchi, Misahiro]
|
10-9-2003 |
| Futures Contract Marginging and Risk Management |
[Cheng, Kevin][Leung, Rico]
|
5-27-2003 |
| An Application of Extreme Value Method for Setti.. |
[Chou, Jian-Hsin][Yu, Hong-Fwu][Chen, Hen-Chien]
|
6-26-2003 |
