The estimation of Value-at-Risk using a non-parametric approach.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 180, doi. 10.69554/ydlu1514
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- Publication type:
- Article
Works matching IS 17528887 AND DT 2023 AND VI 16 AND IP 2
Results: 8
1
2
The impact of climate risk on the insurance industry: Recent developments and emerging risk mitigation approaches.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 116, doi. 10.69554/yiyj8175
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- Publication type:
- Article
3
Estimating Value-at-Risk and expected shortfall of metal commodities: Application of GARCH-EVT method.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 189, doi. 10.69554/ejlu3289
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- Publication type:
- Article
4
Approaches for quantifying the financial impacts of reputational damage from climate change.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 138, doi. 10.69554/azjp1475
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- Publication type:
- Article
5
Editorial.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 100, doi. 10.69554/spxy1559
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- Publication type:
- Article
6
ESG information integration into portfolio optimisation.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 158, doi. 10.69554/zfju5571
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- Publication type:
- Article
7
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 124, doi. 10.69554/zmbh7390
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- Publication type:
- Article
8
Pricing of climate transition risks across different financial markets.
- Published in:
- Journal of Risk Management in Financial Institutions, 2023, v. 16, n. 2, p. 102, doi. 10.69554/peju2948
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- Publication type:
- Article