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Value at risk
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1	Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De Reims Add to Reading List Source URL: comp-econ.org Language: English - Date: 2005-02-07 17:59:50
2	EXAMINES DIFFERENT COMPUTATIONAL APPROACHES OF VALUE-AT-RISK (VAR) FOR BSE INDEX STOCKS OF SENSEX Add to Reading List Source URL: www.icommercecentral.com Language: English
3	THE IMPLEMENTATION OF VALUE AT RISKBank of Israel Banking Review No), 61–87 61 THE IMPLEMENTATION OF VALUE AT RISK (VaR) IN ISRAEL’S BANKING SYSTEM BEN Z. SCHREIBER,* ZVI WIENER,** AND DAVID ZAKEN* Add to Reading List Source URL: pluto.mscc.huji.ac.il - Date: 2014-02-02 05:57:49
4	European Finance Review 2: 189–193, 1999. © 1999 Kluwer Academic Publishers. Printed in the NetherlandsComment on ‘Non-Linear Value-at-Risk’ Add to Reading List Source URL: pluto.mscc.huji.ac.il - Date: 2014-02-02 05:57:49
5	Proceedings of the International MultiConference of Engineers and Computer Scientists 2014 Vol II, IMECS 2014, March, 2014, Hong Kong Parallel Computation of Value at Risk using the Delta-Gamma Monte Carlo Approa Add to Reading List Source URL: www.bpti.lt - Date: 2014-04-10 12:36:19
6	Forecasting Value-at-Risk under Temporal and Portfolio Aggregation Erik Kole* 1,4 , Thijs Markwat2 , Anne Opschoor3,4 , and Dick van Dijk1,4,5 1 Econometric Institute, Erasmus University Rotterdam Add to Reading List Source URL: www.cb.cityu.edu.hk - Date: 2016-07-08 02:19:07
7	Backtesting Value-at-Risk: A Generalized Markov Framework∗ Thor Pajhede† October 20, 2015 Abstract Testing the validity of Value-at-Risk (VaR) forecasts, or backtesting, is an integral part of modern market Add to Reading List Source URL: www.cb.cityu.edu.hk - Date: 2016-07-08 02:22:13
8	Worst-case Conditional Value-at-Risk Minimization for Hazardous Materials Transportation Iakovos Toumazis and Changhyun Kwon Department of Industrial and Systems Engineering, University at Buffalo, SUNY iakovost@buffalo. Add to Reading List Source URL: www.chkwon.net - Date: 2016-08-04 11:55:32
9	Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014 Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2014-01-20 03:59:19 Mathematical finance Financial risk Economy Finance Money Actuarial science Technical analysis Volatility Autoregressive conditional heteroskedasticity Market risk RiskMetrics Value at risk
10	Value–at–Risk Prediction: A Comparison of Alternative Strategies∗ Keith Kuestera a Stefan Mittnikb c d † Add to Reading List Source URL: www.keithkuester.eu Language: English - Date: 2007-10-14 06:50:06 Statistics Mathematical analysis Probability Probability distributions Regression analysis Linear regression Normal distribution Quantile regression Quantile function Beta distribution Value at risk Skewness

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