new at GloriaMundi last 2 weeks (8/1/2010 - 7/17/2010)
| Document Title | Author | Issue Date |
| Asymptotic Distribution of the Sample Average Va.. | [Stoyanov, Stoyan][Rachev, Svetlozar] | 7-31-2010 |
| Bayesian Value-at-Risk and the Capital Charge Pu.. | [Pollard, Matthew] | 7-31-2010 |
| Assessing Value at Risk with CARE, the Condition.. | [Kuan, Chung-Ming][Yeh, Jin Huei][Hsu, Yu-Chin] | 7-30-2010 |
| Quantile-Based Reliability Analysis | [Nair, N. Unnikrishnan][Sankaran, P. G.] | 7-30-2010 |
| Model Risk and Capital Reserves | [Kerkhof, Jeroen][Melenberg, Bertrand][Schumacher, Hans] | 7-30-2010 |
| Market Risk and Model Risk for a Financial Insti.. | [Figlewski, Stephen][Green, T. Clifton] | 7-30-2010 |
| Forecasting Value-at-Risk using Maximum Entropy .. | [Chan, Felix] | 7-30-2010 |
| Endogenizing Model Risk to Quantile Estimates | [Alexander, Carol][Sarabia, José Maria] | 7-30-2010 |
| Generalized Coherent Risk Measures | [Kountzakis, C hristos E.] | 7-30-2010 |
| On the Extension of the Namioka-Klee Theorem and.. | [Frittelli, Marco][Biagini, Sara] | 7-30-2010 |
| On the Penalty Function and on Continuity Proper.. | [Frittelli, Marco][Rosazza Gianin, Emanuela] | 7-30-2010 |
| Konsistente und konsequente dynamische Risikomaß.. | [Tutsch, Sina] | 7-30-2010 |
| When Can a Risk Measure Be Updated Consistently? | [Roorda, Berend][Schumacher, Hans] | 7-30-2010 |
| Average Value at Risk in Fuzzy Risk Analysis | [Peng, Jin] | 7-29-2010 |
| Computing VaR and AVaR In Infinitely Divisible D.. | [Rachev, Svetlozar][Fabozzi, Frank J.][Kim, Young Shin][Bianchi, Michele Leonardo] | 7-29-2010 |
| Conditional Monte Carlo Estimation of Quantile S.. | [Fu, Michael][Hong, Liu Jeff][Hu, Jian-Qiang] | 7-29-2010 |
| Estimating Quantile Sensitivities | [Hong, Liu Jeff] | 7-28-2010 |
| Importance Sampling for Portfolio Credit Risk | [Glasserman, Paul][Li, Jingyi] | 7-28-2010 |
| Asymptotic Representations for Importance-Sampli.. | [Hong, Liu Jeff][Sun, Lihua] | 7-28-2010 |
| Maturity-Independent Risk Measures | [Zariphopoulou, Thaleia][Zitkovic, Gordan] | 7-28-2010 |
