"Extremal Quantiles, Value-at-Risk, Quasi-PORT and DPOT"

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Book	Author(s)	Year	Publisher
Extremal quantities and value-at-risk	Victor Chernozhukov	2006	Massachusetts Institute of Technology, Dept. of Economics
Risk Management: Value at Risk and Beyond	M. A. H. Dempster	2002-01	Cambridge University Press
Measuring market risk with value at risk	Pietro Penza; Vipul K. Bansal	2001	John Wiley
Implementing Value at Risk +CD	Philip Best	1998	John Wiley & Sons
Backtesting Value at Risk and Expected Shortfall	Simona Roccioletti	1st ed. 2016	Springer Fachmedien Wiesbaden
Value at Risk and Bank Capital Management	Francesco Saita	2007	Academic Press
An Introduction to Value-at-Risk	Moorad Choudhry, Ketul Tanna	2006	Wiley
Econometric modeling of value at risk	Timotheos Angelidis	2009	Nova Science Publishers
An Introduction to Value-at-risk	Moorad Choudhry	June 2000	Securities Institute
Bubble Value at Risk: A Countercyclical Risk Management Approach	Max C. Y. Wong	2013	John Wiley & Sons
Risk budgeting: portfolio problem solving with value-at-risk /	Pearson, Neil D.	[2002], ©2002.	John Wiley,
Understanding Market, Credit, and Operational Risk: The Value at Risk Approach	Linda Allen, Jacob Boudoukh, Anthony Saunders	2004	Wiley-Blackwell
Value at risk: the new benchmark for managing financial risk	Philippe Jorion	2007	McGraw-Hill
Value At Risk: The New Benchmark for Controlling Derivative Risk	Philippe Jorion	August 1, 1996	Irwin Professional Pub
Value at risk: the new benchmark for managing financial risk /	Jorion, Philippe,	[2001], ©2001.	McGraw-Hill,
An Introduction to Value-at-Risk 5e	Moorad Choudhry; Carol Alexander	2013	John Wiley & Sons
Credit risk measurement: new approaches to value at risk and other paradigms	Anthony Saunders	2002	John Wiley
Credit risk measurement: new approaches to value at risk and other paradigms /	Saunders, Anthony,; Allen, Linda,	©2002.	John Wiley,
Conditional value-at-risk: aspects of modeling and estimation	Victor Chernozhukov	2000	Massachusetts Institute of Technology, Dept. of Economics
Computing regression quantiles	Roger Koenker	1985	College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Extremal Quantiles, Value-at-Risk, Quasi-PORT and DPOT	P. Araújo Santos; M. I. Fraga Alves	New Advances in Statistical Modeling and Applications	António Pacheco; Rui Santos; Maria do Rosário Oliveira; Carlos Daniel Paulino	2014	Springer International Publishing
Extremal Quantiles and Value-At-Risk	Victor Chernozhukov; Songzi Du	The New Palgrave Dictionary of Economics	Steven N. Durlauf; Lawrence Blume	2nd ed. 2008	Palgrave Macmillan UK
Extremal Quantiles and Value-at-Risk	Victor Chernozhukov; Songzi Du	The New Palgrave Dictionary of Economics	Macmillan Publishers Ltd	3rd ed. 2018	Palgrave Macmillan UK
Extremal Quantiles and Value-at-Risk	Victor Chernozhukov; Songzi Du	The New Palgrave Dictionary of Economics	Matias Vernengo; Esteban Perez Caldentey; Barkley J. Rosser Jr	0th ed. 2020	Palgrave Macmillan UK
Quantiles and Value-at-Risk		Nonparametric Finance	Jussi Klemelä	2018	John Wiley & Sons
Extreme Values, Quantiles, and Value at Risk		Analysis of Financial Time Series, Third Edition	Ruey S. Tsay	2010	John Wiley & Sons
94 Value at Risk and Conditional Value at Risk		An elementary introduction to mathematical finance	Ross S.M.	2011	CUP
Value-at-Risk		Value-at-Risk Ansätze zur Abschätzung von Marktrisiken: Theoretische Grundlagen und empirische Analysen	Jens Fricke	2006	Deutscher Universitätsverlag
Value-at-Risk	Fahed Mostafa; Tharam Dillon; Elizabeth Chang	Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk	Fahed Mostafa; Tharam Dillon; Elizabeth Chang	1st ed. 2017	Springer International Publishing
Value at Risk		Encyclopedia of Operations Research and Management Science	Saul I. Gass; Michael C. Fu	3rd ed. 2013	Springer US
Value at Risk	Udo Broll; Jack E. Wahl	Risikomanagement im Unternehmen: Real- und finanzwirtschaftlicher Ansatz für internationale Unternehmen und Finanzintermediäre	Udo Broll; Jack E. Wahl	2012	Springer Fachmedien Wiesbaden
Value at Risk	David L. Olson; Desheng Wu	Enterprise Risk Management Models	David L. Olson; Desheng Wu	2010	Springer Berlin Heidelberg
Value-At-Risk	David Ruppert	Statistics and Finance: An Introduction	David Ruppert	2004	Springer New York
Value at Risk	Steve Anthony	Foreign Exchange in Practice: The New Environment	S. Anthony	3rd ed. 2003	Palgrave Macmillan UK
Value-at-Risk	Serguei Y. Novak	Extreme Value Methods with Applications to Finance	Serguei Y. Novak	2012	Routledge
Value at Risk	Hongmu Lee	Risk Management: Fundamentals, Theory, and Practice in Asia	Hongmu Lee	1st ed. 2021	Springer Nature Singapore
Value at risk		ACT Companion to Treasury Management	Valerie Hawkes	1999	Woodhead Publishing
Value at Risk	Christian Gourieroux; Joann Jasiak	Handbook of Financial Econometrics Tools and Techniques	YACINE AÏT-SAHALIA and LARS PETER HANSEN	2010	North-Holland
Value at Risk		QFINANCE Calculation Toolkit	Bloomsbury Bloomsbury Publishing	26/09/2013 12:00:00 am	Bloomsbury Information
Value-at-Risk		Machine Learning for Financial Risk Management with Python: Algorithms for Modeling Risk	Abdullah Karasan	2022	O'Reilly Media
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

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