Pages that link to "Item:Q5169670"
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The following pages link to External Risk Measures and Basel Accords (Q5169670):
Displaying 17 items.
- (Q5158544) (← links)
- DYNAMIC MEAN-VARIANCE PORTFOLIOS WITH RISK BUDGET (Q5221483) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
- Robust distortion risk measures (Q6641073) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)