Financial Darwinism.
- Published in:
- 2010
- By:
- Publication type:
- Book Review
Works matching IS 17528887 AND DT 2010 AND VI 3 AND IP 4
Results: 7
1
2
Combining non-constant weights with historical simulation VaR.
- Published in:
- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 4, p. 392, doi. 10.69554/lqrv6937
- By:
- Publication type:
- Article
3
A simple method for time scaling value-at-risk: Let the data speak for themselves.
- Published in:
- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 4, p. 380, doi. 10.69554/nmki3872
- By:
- Publication type:
- Article
4
When swans are grey: VaR as an early warning signal.
- Published in:
- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 4, p. 366, doi. 10.69554/lifh4142
- By:
- Publication type:
- Article
5
Validation of economic capital models: State of the practice, supervisory expectations and results from a bank study.
- Published in:
- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 4, p. 334, doi. 10.69554/nfko3620
- By:
- Publication type:
- Article
6
Prediction tools: Financial market regulation, politics and psychology.
- Published in:
- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 4, p. 318, doi. 10.69554/hqhz4594
- By:
- Publication type:
- Article
7
Editorial.
- Published in:
- 2010
- By:
- Publication type:
- Editorial