haku: @indexterm value-at-risk / yhteensä: 37
viitteet: 30-37 / 37
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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.
33.
A benchmark for measuring bias in estimated daily value at risk
International Review of Financial Analysis
2002 : VOL. 11:1, p. 85-100
 2002 Moosa, I.A.
Bollen, B.
34.
Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
Review of Financial Studies
2001 : SUMMER, VOL. 14:2, p. 371-406
 2001 Basak, S.
Shapiro, A.
35.
Jumps and time-varying correlations in daily foreign exchange rates
Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 611-637
 2001 Chang, K.-H.
Kim, M.-J.
36.
Testing and comparing Value-at-Risk measures
Journal of Empirical Finance
2001 : JUL, VOL. 8:3, p. 325-342
 2001 Christoffersen, P.
Hahn, J.
Inoue, A.
37.
Optimal portfolio selection in a Value-at-Risk framework
Journal of Banking and Finance
2001 : SEP, VOL. 25:9, p. 1789-1804
 2001 Campbell, R.
Huisman, R.
Koedijk, K.
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