Teodosio Pérez-Amaral

Available identifiers

zbMath Open perez-amaral.teodosioMaRDI QIDQ2227444

List of research outcomes

Publication	Date of Publication	Type
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures	2021-02-15	Paper
GFC-robust risk management under the Basel accord using extreme value methodologies	2021-02-15	Paper
A stochastic dominance approach to financial risk management strategies	2015-06-08	Paper
A decision rule to minimize daily capital charges in forecasting value-at-risk	2011-01-06	Paper
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets	2005-10-18	Paper

Research outcomes over time

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