Search Result for: (portfolio)
| Document Title | Author | Issue Date |
| Stress Testing the Corporate Loans Portfolio of .. | [Dey, Shubhasis][Tessier, David][Misina, Miroslav] | 9-8-2010 |
| Risk-Constrained Dynamic Portfolio Management | [Akume, Daniel] | 9-6-2010 |
| Dynamic Shortfall Constraints for Optimal Portfo.. | [Wunderlich, Ralf][Luderer, Bernd][Akume, Daniel] | 9-6-2010 |
| Value at Risk and Optimum Asset Allocation in St.. | [Silvapulle, Paramsothy][Chen, Xiangjin Bruce] | 9-4-2010 |
| Portfolio Management Using Value at Risk: A Comp.. | [Dallagnol, Valdemar A.][van den Berg, Jan][Mous, L.] | 9-1-2010 |
| An Estiamtion Model of Value-at-Risk Portfolio u.. | [Yoshida, Yuji] | 9-1-2010 |
| Estimating Risk of Foreign Exchange Portfolio: U.. | [Jin, YanBo][Wang, Zong-Run][Chen, Xiao-Hong][Zhou, Yan-Ju] | 8-27-2010 |
| Downturn Credit Portfolio Risk, Regulatory Capit.. | [Scheule, Harald][Roesch, Daniel] | 8-25-2010 |
| Portfolio Selection and Risk Management with Mar.. | [Ortobelli, Sergio][Leccadito, Arturo][Russo, Emilio] | 8-22-2010 |
| Estimating Risk of Foreign Exchange Portfolio: U.. | [Chen, Xiaohong][Zhou, Yan-Ju][Chen, Xiao-Hong][Jin, YanBo] | 8-16-2010 |
| Asset Allocation and Value at Risk in Shipping E.. | [Roumpis, Efthimios][Syriopoulos, Theodore] | 8-14-2010 |
| Portfolio Optimisation with a Value at Risk Cons.. | [Janssen, Michiel] | 8-14-2010 |
| The Distribution of Loan Portfolio Value | [Vasicek, Oldrich A.] | 8-11-2010 |
| Capital Allocation to Business Units and Sub-Por.. | [Tasche, Dirk] | 8-11-2010 |
| Variance-Covariance Based Risk Allocation in Cre.. | [Voropaev, Mikhail] | 8-11-2010 |
| Sector Concentration in Loan Portfolios and Econ.. | [Duellmann, Klaus][Masschelein, Nancy] | 8-11-2010 |
| Analytical Framework for Credit Portfolios | [Voropaev, Mikhail] | 8-11-2010 |
| Portfolio Value-at-Risk Optimization for Asymmet.. | [Sim, Melvyn][Lim, Kian Guan][Goh, Joel][Zhang, Weina] | 8-7-2010 |
| Risk-Adjusted Probability Measures in Portfolio .. | [Miller, Naomi][Ruszczynski, Andrzej] | 8-1-2010 |
| Measuring Concentration Risk in Bank Credit Port.. | [Juodis, Mindaugas][Valvonis, Vytautas][Berniunas, Raimondas][Beivydas, Marijus] | 7-31-2010 |
