haku: @indexterm value-at-risk / yhteensä: 37
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1.
On the performance of the minimum VaR portfolio
European Journal of Finance
2011 : AUG-SEP, VOL. 17:7-8, p. 553-576
 2011 Durand, R. B.
Gould, J.
Maller, R.
2.
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
European Financial Management
2009 : MAR, VOL. 15:2, p. 340-361
 2009 Sun, W.
Rachev, S.
Fabozzi, F.J.
3.
From Markowitz to modern risk management
European Journal of Finance
2009 : JUL/SEP, VOL. 15:5-6, p. 451-461
 2009 Alexander, G.J.
4.
Residual value risk in the leasing industry: A European case
European Journal of Finance
2008 : JAN/FEB, VOL. 14:1-2, p. 157-177
 2008 Pirotte, H.
Vaessen C.,
5.
Extreme risk and value-at-risk in the German stock market
European Journal of Finance
2007 : APR/JUN, VOL. 13:3-4, p. 373-395
 2007 Tolikas, K.
Koulakiotis, A.
Brown, R.A.
6.
The structural dynamics of output growth and inflation: some international evidence
Economic Journal
2007 : MAR, VOL. 117:519, p. C167-C191
 2007 Canova, F.
Gambetti, L.
Pappa, E.
7.
Using expert judgments to understand spatial patterns of forest-based camping: A values-at-risk application
Journal of Environmental Management
2007 : OCT, VOL. 85:2, p. 471-782
 2007 Neupane, A. (et al.)
8.
Risk measures for hedge funds: a cross-sectional approach
European Financial Management
2007 : MAR, VOL. 13:2, p. 333-370
 2007 Liang, B.
Park, H.
9.
Measuring value-at-risk in project finance transactions
European Financial Management
2007 : JAN, VOL. 13:1, p. 135-158
 2007 Gatti, S. (et al.)
10.
Stochastic volatility and GARCH: a comparison based on UK stock data
European Journal of Finance
2006 : JAN, VOL. 12:1, p. 41-59
 2006 Pederzoli, C.
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