✦ LIBER ✦

An Augmented Value at Risk Approach to Risk Management

✍ Scribed by Alfred H. R. Davi; Henri Fouda

Book ID: 118090964
Publisher: Wiley (John Wiley & Sons)
Year: 2009
Tongue: English
Weight: 909 KB
Volume: 16
Category: Article
ISSN: 0825-0383
DOI: 10.1111/j.1936-4490.1999.tb00194.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Value at Risk Approach to Background R

A Value at Risk Approach to Background Risk

✍ Luciano, Elisa ;Kast, Robert 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 205 KB

Energy risk management and value at risk

Energy risk management and value at risk modeling

✍ Mehdi Sadeghi; Saeed Shavvalpour 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 197 KB

The value of energy trades can change over time with market conditions and underlying price variables. The rise of competition and deregulation in energy markets has led to relatively free energy markets that are characterized by high price shifts. Within oil markets the volatile oil price environme

An approach to earthquake risk managemen

An approach to earthquake risk management

✍ E.M. Fournier d'Albe 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 721 KB

EXTREME VALUE AT RISK: A SCENARIO FOR RI

EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT

✍ ALAIN KABUNDI; JOHN MWAMBA MUTEBA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 353 KB

From value at risk to stress testing: Th

From value at risk to stress testing: The extreme value approach

✍ François M Longin 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 486 KB

Buchbesprechung: Corporate Risk Manageme

Buchbesprechung: Corporate Risk Management — Cash Flow at Risk und Value at Risk von Peter Hager

✍ Frank Romeike 📂 Article 📅 2004 🏛 Wiley (John Wiley & Sons) ⚖ 69 KB