Works matching DE "VALUE at risk"


Results: 1782
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    Tight Approximations of Dynamic Risk Measures.

    Published in:
    Mathematics of Operations Research, 2015, v. 40, n. 3, p. 655, doi. 10.1287/moor.2014.0689
    By:
    • Iancu, Dan A.;
    • Petrik, Marek;
    • Subramanian, Dharmashankar
    Publication type:
    Article
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    External Risk Measures and Basel Accords.

    Published in:
    Mathematics of Operations Research, 2013, v. 38, n. 3, p. 393, doi. 10.1287/moor.1120.0577
    By:
    • Kou, Steven;
    • Xianhua Peng;
    • Heyde, Chris C.
    Publication type:
    Article
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    Estimation of SUR model with VAR(p) disturbances.

    Published in:
    Communications in Statistics: Case Studies & Data Analysis, 2019, v. 5, n. 4, p. 432, doi. 10.1080/23737484.2019.1675558
    By:
    • Alkhamisi, M. A.;
    • Golam Kibria, B. M.;
    • Shukur, Ghazi
    Publication type:
    Article
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    Hedging cryptos with Bitcoin futures.

    Published in:
    Quantitative Finance, 2023, v. 23, n. 5, p. 819, doi. 10.1080/14697688.2023.2187316
    By:
    • Liu, Francis;
    • Packham, Natalie;
    • Lu, Meng-Jou;
    • Härdle, Wolfgang Karl
    Publication type:
    Article
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