Search Results - "Back testing"

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  1. 1
    Assessing the performance of the VaR models on nonlinear portfolio

    Assessing the performance of the VaR models on nonlinear portfolio by ZHU, Guantao

    Published 2013
    Subjects: Get full text
  2. 2
    Value-at-Risk for Financial Derivative Instruments

    Value-at-Risk for Financial Derivative Instruments by Lv, Mingyue

    Published 2011
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  3. 3
    Assessing the Performance of Value-at-Risk Models in Chinese Stock Market

    Assessing the Performance of Value-at-Risk Models in Chinese Stock Market by Lin, Lin

    Published 2008
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  4. 4
    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology

    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology by Wong, Max Yuen Kuan

    Published 2008
    Subjects: Get full text

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