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Value at risk
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411	From the array of VaR and P&L we can create 1000 samples with 200 observations each with VaR and P&Ls (imposing that excep... Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Statistics Economics Financial economics Value at risk Risk Vector autoregression Expected shortfall Financial risk modeling RiskMetrics Financial risk Actuarial science Mathematical finance
412	My preference is to focus less on grand frameworks and theories and more on cases Kenneth Oye Associate Professor of Political Science and Engineering Add to Reading List Source URL: www.irgc.org Language: English - Date: 2014-05-22 07:48:25 Risk Ethics Financial risk Emergency management Trans fat Value at risk International Risk Governance Council Actuarial science Management Risk management
413	Sustainability Getting it right at the level of the financial system Brian Pearce Centre for Sustainable Investment www.forumforthefuture.org.uk Add to Reading List Source URL: www.unepfi.org Language: English - Date: 2005-04-10 21:15:24 Risk management Corporate governance Financial economics Environmental social science Risk Financial capital Sarbanes–Oxley Act Business value Financial risk Business Management Ethics
414	Risk Aggregation Approaches and Challenges March 2013 What is Risk Aggregation? Add to Reading List Source URL: www.referencedatareview.com Language: English - Date: 2015-02-14 15:45:11 Value at risk Project management Data Information Data management Information technology management Online analytical processing
415	Risk Aggregation Approaches and Challenges March 2013 What is Risk Aggregation? Add to Reading List Source URL: referencedatareview.com Language: English - Date: 2015-02-14 12:30:57 Value at risk Project management Data Information Data management Information technology management Online analytical processing
416	VaRworksPlus Value at Risk, Profit at Risk and Potential Future Exposure for experienced risk managers. Risk Managers worldwide are facing growing demands from investors, regulators, and counterparts to measure, manage Add to Reading List Source URL: www.fea.com Language: English - Date: 2014-03-21 12:25:47 Financial risk Economics Mathematical finance Risk management Security RiskMetrics MSCI Value at risk Potential future exposure Actuarial science Business Financial economics
417	Backtesting VaR models: Quantitative and Qualitative Tests Carlos Blanco and Maksim Oks This is the first article in a two-part series analyzing the accuracy of risk measurement models. In this first article, we will pre Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Financial risk Mathematical finance Statistical inference Value at risk Statistical hypothesis testing Statistical power Risk Vector autoregression Backtesting Statistics Hypothesis testing Actuarial science
418	Math. Program., Ser. B 89: 273–[removed]Digital Object Identifier (DOI[removed]s101070000201 Fredrik Andersson · Helmut Mausser · Dan Rosen · Stanislav Uryasev Credit risk optimization with Conditional Value-at- Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:09 Financial risk Applied mathematics Mathematical finance Mathematical optimization Expected shortfall Econometrics Loss function Optimization problem Risk Statistics Actuarial science Mathematical sciences
419	CHAPTER 1 DEVELOPMENT OF RISK ANALYSIS TOOLS IN AUSTRALIAN POST-SECONDARY INSTITUTIONS Add to Reading List Source URL: www.oecd.org Language: English - Date: 2014-07-21 04:26:49 Actuarial science Risk management Criminology Crime prevention through environmental design Natural surveillance Value at risk Security risk Insurance Crime prevention Security Risk Ethics
420	Conditional Value-at-Risk (CVaR) Norm: Stochastic Case Alexander Mafusalov, Stan Uryasev RESEARCH REPORT[removed]Risk Management and Financial Engineering Lab Department of Industrial and Systems Engineering 303 Weil Hall Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2014-08-28 14:53:37 Norm Vector space Lp space Expected value Algebra Mathematics Linear algebra

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