haku: @indexterm Value-at-risk / yhteensä: 37
viitteet: 17-26 / 37
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17.
Don't rely on VaR
Euromoney
2004 : NOV, VOL. 35:427, p. 46-49
 2004 Leippold, M.
18.
The practice of Delta-Gamma VaR: Implementing the quadratic portfolio model
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 529-545
 2003 Castellacci, G.
Siclari, M.J.
19.
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 516-528
 2003 Cabedo Semper, J.D.
Moya Clemente, I.
20.
Derivative activities and the risk of international banks: a market index and VaR approach
International Review of Financial Analysis
2003 : VOL. 12:5, p. 489-511
 2003 Reichert, A.
Shyu, Y-W.
21.
Bank lending policy, credit scoring and value-at-risk
Journal of Banking and Finance
2003 : APR, VOL. 27:4, p. 615-633
 2003 Jacobson, T.
Roszbach, K.
22.
An extreme value approach to estimating volatility and value at risk
Journal of Business
2003 : JAN, VOL. 76:1, p. 83-108
 2003 Bali, T.G.
23.
Model Choice and Value-at-Risk Performance
Financial Analysts' Journal
2002 : SEP-OCT, VOL. 58:5, p. 87-97
 2002 Brooks, C.
Persand, G.
24.
How Informative Are Value-at-Risk Disclosures?
Accounting Review
2002 : OCT, VOL. 77:4, p. 911-932
 2002 Jorion, P.
25.
Incentives for effective risk management
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1407-1425
 2002 Danielsson, J.
Jorgensen, B. N.
Vries, C. G. de
26.
Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1355-1382
 2002 Consigli, G.
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