2881 |
|
Value at risk and the cross-section of hedge fund returns
|
Bali, T. G.; Gokcan, S.; Liang, B.
|
Elsevier Science B.V., Amsterdam.
|
2007
|
|
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2882 |
|
Value-at-Risk Assessments for Banks and Other Participants in Financial Markets
|
Hogan, W.
|
THE ECONOMIC SOCIETY OF AUSTRALIA
|
1998
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2883 |
|
Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach
|
He, K.; Lai, K. K.; Yen, J.
|
Elsevier Science B.V., Amsterdam.
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2011
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2884 |
|
Value-at-risk estimation with the optimal dynamic biofuel portfolio
|
Chang, T. H.; Su, H. M.; Chiu, C. L.
|
Elsevier Science B.V., Amsterdam.
|
2011
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2885 |
|
Value-at-Risk Forecasting of Chinese Stock Index and Index Future Under Jumps, Permanent Component, and Asymmetric Information
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Li, Shaoyu; Wei, Lijia; Huang, Zehua
|
M.E. Sharpe
|
2016
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2886 |
|
Value-at-Risk for Long and Short Trading Positions
|
Giot, P.; Laurent, S.
|
WILEY
|
2003
|
|
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2887 |
|
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
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Diamandis, P. F.; Drakos, A. A.; Kouretas, G. P.; Zarangas, L.
|
Elsevier Science B.V., Amsterdam.
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2011
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2888 |
|
Value at Risk from Econometric Models and Implied from Currency Options
|
Chong, J.
|
JOHN WILEY & SONS LTD
|
2004
|
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2889 |
|
Value at risk: Is a theoretically consistent axiomatic formulation possible?
|
Joaquin, D. C.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
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2890 |
|
Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
|
Zmeskal, Z.
|
Elsevier Science B.V., Amsterdam.
|
2005
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|
2891 |
|
Value-at-Risk Models and Option Portfolios
|
BROWN, C.
|
Economic Society of Australia; 1998
|
1999
|
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|
2892 |
|
Value at risk models for Dutch bond portfolios
|
Vlaar, P. J.
|
ELSEVIER
|
2000
|
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|
2893 |
|
Value at risk models for volatile emerging markets equity portfolios
|
Dimitrakopoulos, D. N.; Kavussanos, M. G.; Spyrou, S. I.
|
Elsevier Science B.V., Amsterdam.
|
2010
|
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2894 |
|
Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions
|
Lechner, L. A.; Ovaert, T. C.
|
MCB
|
2010
|
|
|
2895 |
|
Value at risk using hyperbolic distributions
|
Bauer, C.
|
00
|
2000
|
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|
2896 |
|
Value-at-risk versus expected shortfall: A practical perspective
|
Yamai, Y.; Yoshiba, T.
|
Elsevier Science B.V., Amsterdam.
|
2005
|
|
|
2897 |
|
Value-at-risk vs. building block regulation in banking
|
Dangl, T.; Lehar, A.
|
Elsevier Science B.V., Amsterdam
|
2004
|
|
|
2898 |
|
Value at risk의 사후검증에 관한 연구 :
|
명건식
|
忠南大學校 經商大學 附設 經營經濟硏究所
|
1999
|
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|
2899 |
|
Value at the bottom of the pyramid
|
Martinez, J. L.; Carbonell, M.
|
Blackwell Publishing Ltd
|
2007
|
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|
2900 |
|
Value-Based Approach to Power-Assisted Adenoidectomy/
|
Gillespie, M. B
|
Annals Pub. Co
|
2003
|
|
|