Pages that link to "Item:Q3065548"
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The following pages link to A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548):
Displaying 5 items.
- In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977) (← links)
- Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Forecasting value-at-risk with a duration-based POT method (Q2227456) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
