Search Result for: (VaR)
| Document Title | Author | Issue Date |
| Optimal Investment-Reinsurance Policy for an Ins.. | [Li, Kemian][Li, Zhongfei][Chen, Shumin] | 9-4-2010 |
| A Price-Setting Newsvendor Model Under CVaR Deci.. | [Xu, Minghui] | 9-4-2010 |
| Analysis of Criteria VaR and CVaR | [Kuznetsov, Evgeniy A.][Kibzun, Andrey I.] | 9-4-2010 |
| Comparison of VaR and CVaR Criteria | [Kuznetsov, Evgeniy A.][Kibzun, Andrey I.] | 9-4-2010 |
| Combine GARCH Model and Neural Networks to Forec.. | [Chen, Cheng-Te][Hsieh, Chin-Shan][Chang, Hae-Ching] | 9-1-2010 |
| A Two-Stage Approach to Allowing Time-Varying Vo.. | [Lin, Chu-hsiung][Chen, Hsien-Ming][Changchien, Chang-Cheng][Kao, Tzu-Chuan] | 8-29-2010 |
| The AEP Algorithm for the Fast Computation of th.. | [Embrechts, Paul][Puccetti, Giovanni][Arbenz, Philipp] | 8-28-2010 |
| Asset Allocation When Guarding against Catastrop.. | [Taqqu, Murad][Bradley, Brendan O.] | 8-28-2010 |
| Models for Construction of Multivariate Dependen.. | [Berg, Daniel][Aas, Kjersti] | 8-27-2010 |
| Value at Risk (VAR) as a Market Risk Measure | [Kozul, Natasha] | 8-27-2010 |
| Estimating Risk of Foreign Exchange Portfolio: U.. | [Jin, YanBo][Wang, Zong-Run][Chen, Xiao-Hong][Zhou, Yan-Ju] | 8-27-2010 |
| The Drawbacks of VaR's or Risk Management.. | [Angulo, Javier A.] | 8-25-2010 |
| Have We Gone Too VaR? The Forsaken Side of Risk .. | [Payant, W. Randall] | 8-25-2010 |
| Don't Rely on VaR | [Leippold, Markus] | 8-22-2010 |
| Nonparametric Estimation of Conditional VaR and .. | [Cai, Zongwu][Wang, Xian] | 8-22-2010 |
| Dynamic Asset Allocation with Stochastic Inflati.. | [Lee, Mei-Shing][Yen, Simon H.] | 8-20-2010 |
| Generalized Extreme Value Distribution and Extre.. | [Alentorn, Amadeo][Markose, Sheri] | 8-19-2010 |
| Estimating the Variance of Bootstrapped Risk Mea.. | [Hardy, Mary][Kim, Hun Tae] | 8-18-2010 |
| Optimal Asset Allocation with Extreme Returns an.. | [Yen, Simon H.][Lee, Mei-Shing] | 8-17-2010 |
| Enterprise Risk Management: A DEA VaR Approach i.. | [Olson, David L.][Wu, Desheng Dash] | 8-16-2010 |
