Pages that link to "Item:Q2876139"
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The following pages link to Alternative Approximations to Value-At-Risk: A Comparison (Q2876139):
Displaying 15 items.
- Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios (Q1375552) (← links)
- On the comparison between the APV and the NPV computed via the WACC (Q1887926) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621) (← links)
- (Q3610271) (← links)
- (Q4425387) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- (Q5011445) (← links)
- Alternative Security Valuation Model: Theory and Empirical Results (Q5139520) (← links)
- (Q5190838) (← links)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)
- A solution approach to valuation with unhedgeable risks (Q5942933) (← links)
- The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data (Q6073568) (← links)
- On approximations of value at risk and expected shortfall involving kurtosis (Q6116449) (← links)