An edition of The VaR modeling handbook
(2009)
The VaR modeling handbook
by Greg N. Gregoriou
- 2 Want to read
Share
×Close
This edition doesn't have a description yet. Can you add one?
Check nearby libraries
Buy this book
| Edition | Availability |
|---|---|
1
|
aaaa
|
Book Details
Table of Contents
Asset allocation for hedge fund strategies : how to better manage tail risk / Arjan Berkelaar, Adam Kobor, and Roy Kouwenberg
Estimating value at risk of institutional portfolios with alternative asset classes / Roy Kouwenberg ... [et al.]
A comparison between optimal allocations based on the modified VaR and those based on a utility-based risk measure / Laurent Bodson, Alain Cöen, and Georges Hübner
Using CVaR to optimize and hedge portfolios / Francesco Menoncin
Value at risk, capital standards, and risk alignment in banking firms / Guy Ford, Tyrone M. Carlin, and Nigel Finch
The asset-liability management compound option model : a public debt management tool / Jorge A. Chan-Lau and André O. Santos
A practitioner's critique of value-at-risk models / Robert Dubil
Value at risk for a microcredit loan portfolio : an African microfinance institution case study / René Azokli, Emmanuel Fragnière, and Akimou Ossé
Allocation of economic capital in banking : a simulation approach / Hans-Peter Burghof and Jan Müller
Using tail conditional expectation for capital requirement calculation of a general insurance undertaking / João L.C. Duque, Alfredo D. Egídio dos Reis, and Ricardo Garcia
Economic capital management for insurance companies / Rossella Bisignani, Giovanni Masala, and Marco Micocci
Solvency II : an important case in applied VaR / Alfredo D. Egídio dos Reis, Raquel M. Gaspar, and Ana T. Vicente
Quantile-based tail risk estimation for equity portfolios / John Cotter and Kevin Dowd
Optimal mixed-asset portfolios / Juliane Proelss and Denis Schweizer
Value-at-risk-adjusted performance for structured portfolios / Rosa Cocozza.
Edition Notes
Series from jacket.
Subtitle on jacket: Practical applications in alternative investing, banking, insurance, and portfolio management.
Includes bibliographical references and index.
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?
| July 22, 2011 | Created by LC Bot | import new book |