Evaluating Interest Rate Covariance Models Within a Value-at-Risk Framework.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 126, doi. 10.1093/jjfinec/nbi005
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2005 AND VI 3 AND IP 1
Results: 8
1
2
Portfolio Diversification Effects of Downside Risk.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 107, doi. 10.1093/jjfinec/nbi004
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- Publication type:
- Article
3
Default Risk, Asset Pricing, and Debt Control.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 79, doi. 10.1093/jjfinec/nbi006
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- Publication type:
- Article
4
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 37, doi. 10.1093/jjfinec/nbi001
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- Publication type:
- Article
5
New Directions in Risk Management.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 26, doi. 10.1093/jjfinec/nbi007
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- Publication type:
- Article
6
The Present and Future of Financial Risk Management.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 3, doi. 10.1093/jjfinec/nbi003
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- Publication type:
- Article
7
Practitioners' Corner: Introduction to the Special Issue.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 1, doi. 10.1093/jjfinec/nbi008
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- Publication type:
- Article
8
Least Squares Predictions and Mean-Variance Analysis.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 1, p. 56, doi. 10.1093/jjfinec/nbi002
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- Publication type:
- Article