| Document Title |
Author |
Issue Date |
| Dynamic Shortfall Constraints for Optimal Portfo.. |
[Wunderlich, Ralf][Luderer, Bernd][Akume, Daniel]
|
9-6-2010 |
| Nonparametric Estimation of Conditional VaR and .. |
[Cai, Zongwu][Wang, Xian]
|
8-22-2010 |
| Weighted Nadaraya-Watson Estimation of Condition.. |
[Kato, Kengo]
|
8-22-2010 |
| VaR versus Expected Shortfall |
[Hull, John]
|
7-18-2010 |
| Value at risk Analysis with Expected Shortfall |
[Ural, Mert][Adakale, Türker]
|
7-10-2010 |
| Value-at-Risk and Expected Shortfall when there .. |
[Hardle, Wolfgang][Mungo, Julius]
|
7-4-2010 |
| Convex Risk Measures on Orlicz Spaces: Inf-convo.. |
[Arai, Takuji]
|
6-20-2010 |
| Backtesting trading risk of commercial banks usi.. |
[Wong, Woon K.]
|
6-17-2010 |
| Fat Tails, Expected Shortfall and the Monte Carl.. |
[Brunner, Michael][Piacenza, Fabio][Monti, Fabio][Bazzarello, Davide]
|
6-13-2010 |
| Can expected shortfall and Value-at-Risk be used.. |
[Wylie, Jonathan J.][Zhang, Qiang][Siu, Tak Kuen]
|
6-5-2010 |
| Value-at-Risk, Expected Shortfall and Density Fo.. |
[Sheppard, Kevin]
|
5-30-2010 |
| Shortfall in Portfolio Construction |
[MSCI Barra]
|
5-17-2010 |
| Value-at-risk versus expected shortfall: A pract.. |
[Yamai, Yasuhiro][Yoshiba, Toshinao]
|
5-9-2010 |
| Analytical Value-at-Risk and Expected Shortfall .. |
[Taamouti, Abderrahim]
|
5-4-2010 |
| Stochastic Kriging for Efficient Nested Simulati.. |
[Staum, Jeremy][Liu, Ming]
|
5-2-2010 |
| A Confidence Interval Procedure for Expected Sho.. |
[Nelson, Barry L.][Staum, Jeremy][Lan, Hai]
|
5-2-2010 |
| Shortfall: A Tail of Two Parts |
[Tasche, Dirk][Martin, Richard]
|
5-2-2010 |
| An Efficient Simulation Procedure for Point Esti.. |
[Liu, Ming][Nelson, Barry L.][Staum, Jeremy]
|
5-2-2010 |
| Empirical likelihood for value-at-risk and expec.. |
[Staum, Jeremy][Baysal, Rafet Evren]
|
5-2-2010 |
| Analysis of the Expected Shortfall of Aggregate .. |
[Alink, Stan H. F.][Loewe, Matthias][Wuethrich, Mario V.]
|
5-1-2010 |
