Showing 1 - 20 results of 410 for search '"MARKET RISK"', query time: 0.20s Refine Results
2
The Expected Cost of Equity and the Expected Risk Premium in the UK
by Alan, Gregory
Published 2011
Subjects: “...Cost of equity,Market risk premium...”
text
4
Generating historically-based stress scenarios using parsimonious factorization
by Alexander, Bogin, William, Doerner
Published 2014
Subjects: “...Factorization,Implied volatility,Interest rates,Market risk...”
text
5
Risk Committee, Firm Life Cycle, and Market Risk Disclosures
by Hadi-Al, A., Hasan, Mostafa, Habib, A.
Published 2015
Subjects: “...Market Risk Disclosure...”
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Journal Article
7
Measuring market risk for an agricultural exporter firm: a Copula approach
by Julián, Fernández
Published 2017
Subjects: “...Copula,Extreme value theory,Coffee,Market risk,Agricultural risk...”
text
8
An investor’s perspective on risk-models and characteristic-models
Subjects: “...Asset allocation,Characteristic model,German stock market,Risk model...”
text
9
Supervisory requirements and expectations for portfolio level counterparty credit risk measurement and management
by Michael, Jacobs Jr.
Published 2014
Subjects: “...Credit risk,Counterparty credit risk,Basel,Market risk...”
text
10
Applications of neural networks in market risk
by Mostafa, Fahed.
Published 2011
Subjects: “...market risk...”
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Thesis
11
Asset Pricing and Foreign Exchange Risk
Subjects: “...Market risk premium...”
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Journal Article
13
A Risk Metric Assessment of Scenario-Based Market Risk Measures for Volatility and Risk Estimation: Evidence from Emerging Markets
by Sitima Innocent, Hlatywayo Clifford K.
Published 2015-03-01
Subjects: “...risk metric assessment: market risk measures: risk estimation: risk volatility: emerging market...”
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Article
14
VaR and time‐varying volatility: a comparative study of three international portfolios
by Pat, Obi, Shomir, Sil
Published 2013
Subjects: “...Value‐at‐risk,Time‐varying volatility,GARCH,Capital adequacy,Market risk capital,Financial risk...”
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15
The impact of the global financial crisis on firm‐level risk of the S&P 500
by Anthony, Loviscek, Elven, Riley
Published 2013
Subjects: “...Financial crisis,Correlation,Market risk,Active risk,Residual risk,MPT,Financial risk,Financial...”
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16
Does conditional mutual fund outperformance exist?
Subjects: “...Mutual funds,Expected market risk premium,Conditional performance evaluation,Time‐varying risk,Risk...”
text
17
Financial market risk and gold investment in an emerging market: the case of Malaysia
by Mansor H., Ibrahim
Published 2012
Subjects: “...,Correlations,Market risk...”
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18
Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns
by Tracey, West, Andrew C, Worthington
Published 2006
Subjects: “...Property returns,Listed property trust,Property stocks,Market risk,Interest rate risk,industrial...”
text
19
What drives the premium labour model, beta instability risk or human capital?
Subjects: “... and conditional market risk premium...”
text
20
Compliance with Basel 2.5: banks’ approaches to implementing stressed VaR
Subjects: “...Banks,Basel 2.5,Market risk capital charge,Stressed VaR...”
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