value-at-risk

Documents about value-at-risk

• Estimating value-at-risk using crash-metrics#938835SU+ Digital Repository
• Modeling and simulation of value -at -risk in the financial market area#958117Louisiana Tech Digital Commons
• Cyclicality in Catastrophic and Operational Risk Measurements#942482NYU Faculty Digital Archive
• Cyclicality in Catastrophic and Operational Risk Measurements#942685NYU Faculty Digital Archive
• Composite Value-at-Risk#329729DORAS
• Mutual Fund Performance Analysis Using Information Ratio, STJ Ratio and Value at Risk#1002653International Journal of Applied Mathematics and Computing
• Risk Management with Benchmarking#942710NYU Faculty Digital Archive
• Entropic Value-at-Risk parity for tempered stable returns#999583arXiv (All)
• Wasserstein Distributionally Robust Risk-Sensitive Estimation via Conditional Value-at-Risk#120506arXiv CS
• A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation#7929HAL (France)
• High-Frequency Risk Measures#163876HAL Science
• Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices#942417NYU Faculty Digital Archive
• Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall#7928HAL (France)
• Robust Risk Under Evolving Uncertainty: A Wasserstein Counterpart of the Entropic Value-at-Risk#467122arXiv CS
• Risk bileşenleri analizi: İMKB'de bir uygulama#1038280DSpace at Dokuz Eylul University
• Analysis of risk measures in portfolio optimization for the Uganda Securities Exchange#938519SU+ Digital Repository
• Financial Fraud Detection Using Value-At-Risk with Machine Learning in Skewed Data#89299PhilArchive
• Dynamic Value at Risk Estimation in Multi-Functional Volterra Time-Series Model (MFVTSM)#1039046HAL (France)
• Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac#942185NYU Faculty Digital Archive
• Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac#942439NYU Faculty Digital Archive
• Machine Learning Approach for Detection of Financial Fraud Using Value at Risk#102012PhilArchive
• Bitcoin as an alternative asset in emerging markets: portfolio optimization via conditional value-at-risk#956951SU+ Digital Repository
• Value at Risk yang memperhatikan sifat statistika distribusi return#499940Munich Personal RePEc Archive
• Dependence of Extreme Values, VaR, and Contagion During the COVID-19 Period: Analysis Using the Copula-GARCH Approach#460872HAL (France)
• Existential risks: New Zealand needs a method to agree on a value framework and how to quantify future lives at risk#702675PhilArchive
• Measuring Islamic Stock Performance in Indonesia with A Modified Sharpe Ratio#936672Share: Jurnal Ekonomi dan Keuangan Islam
• Prognostic Value of Interferon Gamma Release Assays in Predicting Active Tuberculosis Among Individuals With, or at Risk of, Latent Tuberculosis Infection#878082ClinicalTrials.gov
• Public coastal access at risk: integrating social and environmental data to assess vulnerability to sea level rise#921593DigitalCommons@URI
• Forecasting the oil, gold, equity, and Bitcoin markets using robust multivariate range-based GARCH models#459118RepOD Dataverse OAI Archive
• Apprendre des extrêmes : méthodes d'apprentissage automatique pour la détection d'anomalies, l'estimation de la Value at Risk et l'évaluation du risque de crédit#124497HAL (France)
• The Value of a Questionnaire in Identifying Children Presenting with Obstructive Sleep Apnoea at Risk of Enuresis#429104WIReDSpace
• Résilience des indices ESG face aux chocs de marché : une analyse économétrique comparative entre le MASI.ESG et le MASI ;#227012HAL (France)
• ICU Predictive Score of WEaning Success in Patients At Risk of Extubation Failure#895899ClinicalTrials.gov