| 1. | Estimation de la VaR d'un portefeuille d'action : Etude comparative des approches d'estimation (Estimation of VaR of a stocks portfolio: Comparative survey )
Publishing author: ABDELHEDI Anis
Co-author(s):
Master's thesis (2003 - Faculté des Sciences Economiques et de Gestion de Sfax ) - French
Online since 2004.06.21 at 13:26:37 - 1112 download(s) - 9
rating(s) - Average rating (/5): 3
Abstract | Download (PDF - 815 Ko) - Zip version (0 Ko) |
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| 2. | Decomposing Portfolio Value-at-Risk: A General Analysis
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2002 - Erasmus University Rotterdam) - English
Online since 2002.11.12 at 13:12:28 - 658 download(s) - 5
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 296 Ko) - Zip version (273 Ko) |
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| 3. | Upgrading Value-at-Risk From Diagnostic Metric to Decision Variable: A Wise Thing To Do?
Publishing author: HALLERBACH Winfried George
Co-author(s): GfinanceVELD Henk
Working paper (2000 - Erasmus University Rotterdam) - English
Online since 2003.02.25 at 15:51:45 - 242 download(s) - 3
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 220 Ko) - Zip version (178 Ko) |
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| 4. | Credit VaR: New Approach
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Presentation (2003 - Lehman Brothers - Fixed Income Research Seminar) - English
Online since 2003.11.27 at 10:56:58 - 925 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 428 Ko) - Zip version (372 Ko) |
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| 5. | Dynamique des ratings et des spreads de crédit (Rating and Credit Spread Dynamic)
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Master's thesis (2003 - ENSAE) - French
Online since 2003.11.26 at 23:58:24 - 804 download(s) - 9
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (pdf - 1008 Ko) - Zip version (910 Ko) |
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| 6. | Value at Risk Models in the Indian Stock Market
Publishing author: VARMA Jayanth Rama
Co-author(s):
Working paper (1999 - Indian Institute of Management Ahmedabad) - English
Online since 2002.11.07 at 06:05:43 - 535 download(s) - 5
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 197 Ko) - Zip version (183 Ko) |
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| 7. | Gestion du Risque de Crédit dans la Banque : Information Hard, Information Soft et Manipulation (Credit Risk Management in Banks : Hard Information, Soft Information and Manipulation)
Publishing author: GODLEWSKI Christophe J.
Co-author(s): GODBILLON-CAMUS Brigitte
Working paper (2005 - LaRGE, Laboratoire de Recherche en Gestion et Economie) - French
Online since 2005.11.18 at 18:05:09 - 435 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract (Abstract in English) | Download (pdf - 549 Ko) - Zip version (406 Ko) |
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| 8. | Monte Carlo-Simulation und Varianzreduktion in Theorie und Praxis (Monte Carlo Simulation and Methods of Variance Reduction)
Publishing author: LISTER Ralf Martin
Co-author(s):
Working paper (2006) - German
Online since 2006.02.23 at 01:30:08 - 81 download(s) - 0
rating(s) - Average rating (/5):
Abstract (Abstract in English) | Download (pdf - 282 Ko) - Zip version (266 Ko) |
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| 9. | Robust Monte Carlo simulation for approximate covariance matrices and VaR
Publishing author: KREININ Alexander
Co-author(s): LEVIN Alexander
Journal article (2000 - Probabilistic Constrained Optimization) - English
Online since 2006.03.14 at 18:55:08 - 151 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 216 Ko) - Zip version (149 Ko) |
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| 10. | A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 - 123 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 416 Ko) - Zip version (356 Ko) |
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