Search Results - "Value at risk"

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  1. 1
    Market Risk Management for China's Banking Industry: Evaluation of Value-at-Risk Approaches

    Market Risk Management for China's Banking Industry: Evaluation of Value-at-Risk Approaches by Che, Xiaoying

    Published 2006
    Subjects: “…Value at Risk…”
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  2. 2
    How is Value at Risk used to measure the China's stock market risk?

    How is Value at Risk used to measure the China's stock market risk? by Tao, Ye

    Published 2007
    Subjects: “…Value at risk…”
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  3. 3
    Evaluating the Performance of Chinese Mutual Funds: A Study of the Application of Value-at-Risk (VaR)

    Evaluating the Performance of Chinese Mutual Funds: A Study of the Application of Value-at-Risk (VaR) by Feng, Jingyan

    Published 2008
    Subjects: Get full text
  4. 4
    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index

    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

    Published 2006
    Subjects: “…"Value at risk"…”
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  5. 5
    Value-at-Risk: the Relation with Profit and Other Risk Indicators

    Value-at-Risk: the Relation with Profit and Other Risk Indicators by Li, Shujia

    Published 2007
    Subjects: “…Value-at-Risk…”
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  6. 6
    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market

    Assessing the Performance of Parametric, Non-Parametric and Semi-Parametric Value-at-Risk Models Applied to the Chinese Stock Market by PENG, BO

    Published 2006
    Subjects: “…Value at risk…”
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  7. 7
    Parametric Value at Risk models for hedge fund application

    Parametric Value at Risk models for hedge fund application by Micallef, Pierre

    Published 2008
    Subjects: “…Value at Risk…”
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  8. 8
    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index

    Value-At-Risk: Effective and Accurate Risk Management of China's Stock Index by YU, Yang

    Published 2006
    Subjects: “…"Value at Risk"(VaR)…”
    Get full text
  9. 9
    Forecasting value-at-risk using maximum entropy density

    Forecasting value-at-risk using maximum entropy density by Chan, Felix

    Published 2009
    Subjects: Get full text
  10. 10
    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints

    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints by Qin, Quande, Li, Li, Cheng, Shi

    Published 2014
    Subjects: “…Conditional Value at Risk; CVaR; Hybrid algorithm; Port- folio selection…”
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  11. 11
    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models

    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models by Huang, Chun-Kai, Huang, Karl, Hammujuddy, Jahvaid, Chinhamu, Knowledge

    Published 2022
    Subjects: Get full text
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  12. 12
    Optimal investment and proportional reinsurance with risk constraint

    Optimal investment and proportional reinsurance with risk constraint by Liu, J., Yiu, K., Loxton, Ryan, Teo, Kok Lay

    Published 2013
    Subjects: Get full text
  13. 13
    It Pays to Violate: How Effective are the Basel Accord Penalties in Encouraging Risk Management?

    It Pays to Violate: How Effective are the Basel Accord Penalties in Encouraging Risk Management? by Da Veiga, Bernardo, Chan, Felix, McAleer, Michael

    Published 2012
    Subjects: Get full text
  14. 14
    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
    Subjects: “…Value-at-Risk…”
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  15. 15
    Mean-VaR portfolio optimization: a nonparametric approach

    Mean-VaR portfolio optimization: a nonparametric approach by Lwin, Khin T., Qu, Rong, MacCarthy, Bart L.

    Published 2017
    Subjects: Get full text
  16. 16
    On the performance of the minimum VaR portfolio

    On the performance of the minimum VaR portfolio by Durand, Robert, Gould, John, Maller, R.

    Published 2010
    Subjects: “…value-at-risk…”
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  17. 17
    A structural approach towards perceptions and satisfaction of revisit intentions

    A structural approach towards perceptions and satisfaction of revisit intentions by Quintal, Vanessa, Phau, Ian

    Published 2008
    Subjects: Get full text
  18. 18
    An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model

    An Empirical Analysis of the Contagion Risk in the Stock Markets: Evidence with E-GARCH VaR Model by Gao, Song

    Published 2014
    Subjects: “…Contagion Risk; E-GARCH Modelling; Value-at-Risk (VaR); Backtesting; Granger Causality in Risk…”
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  19. 19
    An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets

    An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets by Chen, Hsiao-Ling

    Published 2016
    Subjects: Get full text
  20. 20
    Modeling dependency: application to currency

    Modeling dependency: application to currency by Aw, Ee Ling Grace

    Published 2011
    Subjects: Get full text

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