Search Result for: (value)
| Document Title | Author | Issue Date |
| A Large Deviations Analysis of Quantile Estimati.. | [Jin, Xing][Fu, Michael] | 9-6-2010 |
| Conditional Value-at-Risk: Optimization Approach | [Uryasev, Stanislav][Rockafellar, R. Tyrrell] | 9-6-2010 |
| Value-at-risk: Techniques to Account for Leptoku.. | [Ovaert, Timothy C.][Lechner, Lindsay A.] | 9-5-2010 |
| Estimation of Value at Risk for Chinese Financia.. | [Lin, Yu][Chen, Yanxiang][Luo, Jianying] | 9-5-2010 |
| Value-at-Risk Disclosures and the Implications o.. | [Fang, Victor][Ball, James] | 9-4-2010 |
| Value at Risk and Optimum Asset Allocation in St.. | [Silvapulle, Paramsothy][Chen, Xiangjin Bruce] | 9-4-2010 |
| Conditional Value at Risk as a Measure for Waiti.. | [Andersen, Klaus Kaae][Dehlendorff, C_hristian][Kulahci, Murat][Merser, Søren] | 9-4-2010 |
| How Value-at-Risk Creates Wrong Incentives and a.. | [Blöchlinger, Andreas][Maire, Basile] | 9-4-2010 |
| Probabilistic Fuzzy Systems in Value-at-Risk Est.. | [Almeida, Rui Jorge][Kaymak, Uzay] | 9-2-2010 |
| Value-at-Risk Estimation with Fuzzy Histograms | [Kaymak, Uzay][Almeida, Rui Jorge] | 9-2-2010 |
| Saddle Point Approximation and Volatility Estima.. | [Chan, Ngai Hang][Tian, Maozai] | 9-2-2010 |
| Parametric Forecasting of Value at Risk Using He.. | [Pivac, Snezana][Arneric, Josip][Jurun, Elza] | 9-1-2010 |
| Multiscale Local Change POint Detection with App.. | [Spokoiny, Vladimir] | 9-1-2010 |
| Portfolio Management Using Value at Risk: A Comp.. | [Dallagnol, Valdemar A.][van den Berg, Jan][Mous, L.] | 9-1-2010 |
| Combine GARCH Model and Neural Networks to Forec.. | [Chen, Cheng-Te][Hsieh, Chin-Shan][Chang, Hae-Ching] | 9-1-2010 |
| An Estiamtion Model of Value-at-Risk Portfolio u.. | [Yoshida, Yuji] | 9-1-2010 |
| Empirical Likelihood-Based Evaluation of Value a.. | [Wei, Zhenghong][Zhu, Lixing][Wen, SongQiao] | 8-30-2010 |
| Contribution Values for Allocation of Risk and f.. | [Maass, Sebastian][Denneberg, Dieter] | 8-30-2010 |
| Exact Inference in Diagnosing Value-at-Risk Esti.. | [Herwartz, Helmut] | 8-29-2010 |
| A Two-Stage Approach to Allowing Time-Varying Vo.. | [Lin, Chu-hsiung][Chen, Hsien-Ming][Changchien, Chang-Cheng][Kao, Tzu-Chuan] | 8-29-2010 |
