haku: @indexterm Value-at-risk / yhteensä: 37
viitteet: 23-32 / 37
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
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.
27.
Saddlepoint approximation of CreditRisk+
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1335-1353
 2002 Gordy, M. B.
28.
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1317-1334
 2002 Frey, R.
McNeil, A. J.
29.
Pure jump Levy processes for asset price modelling
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1297-1316
 2002 Geman, H.
30.
The emperor has no clothes: limits to risk modelling
Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1273-1296
 2002 Danielsson, J.
31.
The role of Value-at-Risk in purchasing: an application to the foodservice industry
Journal of supply chain management
2002 : SPRING, VOL. 38:2, p. 38-45
 2002 Sanders, D.R.
Manfredo, M.R.
32.
How accurate are value-at-risk models at commercial banks?
Journal of Finance
2002 : JUN, VOL. 57:3, p. 1093-1111
 2002 Berkowitz, J.
O'Brien, J.
« edellinen sivu | seuraava sivu »
SCIMA