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You searched for subject:( Value at risk). Showing records 1 – 30 of 35386 total matches.

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Université de Neuchâtel

1. Bluteau, Keven. Modeling latent variables in economics and finance.

Degree: 2019, Université de Neuchâtel

 Le sujet des variables latentes est au cœur de cette thèse. Ces variables latentes (i.e., non observables) doivent être inférées à l’aide de modèles statistiques… (more)

Subjects/Keywords: value–at–risk

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APA (6th Edition):

Bluteau, K. (2019). Modeling latent variables in economics and finance. (Thesis). Université de Neuchâtel. Retrieved from http://doc.rero.ch/record/326760

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bluteau, Keven. “Modeling latent variables in economics and finance.” 2019. Thesis, Université de Neuchâtel. Accessed April 08, 2020. http://doc.rero.ch/record/326760.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bluteau, Keven. “Modeling latent variables in economics and finance.” 2019. Web. 08 Apr 2020.

Vancouver:

Bluteau K. Modeling latent variables in economics and finance. [Internet] [Thesis]. Université de Neuchâtel; 2019. [cited 2020 Apr 08]. Available from: http://doc.rero.ch/record/326760.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bluteau K. Modeling latent variables in economics and finance. [Thesis]. Université de Neuchâtel; 2019. Available from: http://doc.rero.ch/record/326760

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Exeter

2. Yang, Shuai. Jumps, realized volatility and value-at-risk.

Degree: PhD, 2012, University of Exeter

 This thesis consists of three research topics, which together study the related topics of volatility jumps, modeling volatility and forecasting Value-atRisk (VaR). The first topic… (more)

Subjects/Keywords: 332.642; volatility; Value at risk

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APA (6th Edition):

Yang, S. (2012). Jumps, realized volatility and value-at-risk. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10036/3893

Chicago Manual of Style (16th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Doctoral Dissertation, University of Exeter. Accessed April 08, 2020. http://hdl.handle.net/10036/3893.

MLA Handbook (7th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Web. 08 Apr 2020.

Vancouver:

Yang S. Jumps, realized volatility and value-at-risk. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10036/3893.

Council of Science Editors:

Yang S. Jumps, realized volatility and value-at-risk. [Doctoral Dissertation]. University of Exeter; 2012. Available from: http://hdl.handle.net/10036/3893


University of Exeter

3. Yang, Shuai. Jumps, realized volatility and value-at-risk.

Degree: PhD, 2012, University of Exeter

 This thesis consists of three research topics, which together study the related topics of volatility jumps, modeling volatility and forecasting Value-atRisk (VaR). The first topic… (more)

Subjects/Keywords: 332.642; volatility; Value at risk

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APA (6th Edition):

Yang, S. (2012). Jumps, realized volatility and value-at-risk. (Doctoral Dissertation). University of Exeter. Retrieved from https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124

Chicago Manual of Style (16th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Doctoral Dissertation, University of Exeter. Accessed April 08, 2020. https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124.

MLA Handbook (7th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Web. 08 Apr 2020.

Vancouver:

Yang S. Jumps, realized volatility and value-at-risk. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2020 Apr 08]. Available from: https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124.

Council of Science Editors:

Yang S. Jumps, realized volatility and value-at-risk. [Doctoral Dissertation]. University of Exeter; 2012. Available from: https://ore.exeter.ac.uk/repository/handle/10036/3893 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.569124


Universidade do Rio Grande do Sul

4. Coster, Rodrigo. Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk.

Degree: 2013, Universidade do Rio Grande do Sul

A mensuração do risco de um investimento é uma das mais importantes etapas para a tomada de decisão de um investidor. Em virtude disto, este… (more)

Subjects/Keywords: Copula; Risco financeiro; Investimento; Risk; Mensuração; Value at risk; Value at Risk : VaR; Value at risk

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APA (6th Edition):

Coster, R. (2013). Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/76203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Coster, Rodrigo. “Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed April 08, 2020. http://hdl.handle.net/10183/76203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Coster, Rodrigo. “Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk.” 2013. Web. 08 Apr 2020.

Vancouver:

Coster R. Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10183/76203.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Coster R. Comparando métodos de estimação de risco de um portfólio via Expected Shortfall e Value at Risk. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/76203

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Georgia

5. Frei, Clemens U. Value at risk for linear and non-linear derivatives.

Degree: MA, Business Administration, 2003, University of Georgia

 This paper examines the question whether standard parametric Value at Risk approaches, such as the delta-normal and the delta-gamma approach and their assumptions are appropriate… (more)

Subjects/Keywords: Value at Risk

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APA (6th Edition):

Frei, C. U. (2003). Value at risk for linear and non-linear derivatives. (Masters Thesis). University of Georgia. Retrieved from http://purl.galileo.usg.edu/uga_etd/frei_clemens_u_200308_ma

Chicago Manual of Style (16th Edition):

Frei, Clemens U. “Value at risk for linear and non-linear derivatives.” 2003. Masters Thesis, University of Georgia. Accessed April 08, 2020. http://purl.galileo.usg.edu/uga_etd/frei_clemens_u_200308_ma.

MLA Handbook (7th Edition):

Frei, Clemens U. “Value at risk for linear and non-linear derivatives.” 2003. Web. 08 Apr 2020.

Vancouver:

Frei CU. Value at risk for linear and non-linear derivatives. [Internet] [Masters thesis]. University of Georgia; 2003. [cited 2020 Apr 08]. Available from: http://purl.galileo.usg.edu/uga_etd/frei_clemens_u_200308_ma.

Council of Science Editors:

Frei CU. Value at risk for linear and non-linear derivatives. [Masters Thesis]. University of Georgia; 2003. Available from: http://purl.galileo.usg.edu/uga_etd/frei_clemens_u_200308_ma

6. Tamashiro, Andre Takeshi. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.

Degree: Mestrado, Sistemas de Potência, 2014, University of São Paulo

No setor elétrico brasileiro as fontes renováveis de energia têm se tornadas atrativas do ponto de vista do investidor devido não só aos incentivos de… (more)

Subjects/Keywords: Algoritmo genético; Comercialização de energia; Conditional-Value-at-Risk; Conditional-Value-at-Risk; Energy trading; Genetic algorithm; Optimization; Otimização; Portfolio selection; Seleção de portfólios; Value-at-Risk; Value-at-Risk

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APA (6th Edition):

Tamashiro, A. T. (2014). Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;

Chicago Manual of Style (16th Edition):

Tamashiro, Andre Takeshi. “Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.” 2014. Masters Thesis, University of São Paulo. Accessed April 08, 2020. http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;.

MLA Handbook (7th Edition):

Tamashiro, Andre Takeshi. “Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.” 2014. Web. 08 Apr 2020.

Vancouver:

Tamashiro AT. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. [Internet] [Masters thesis]. University of São Paulo; 2014. [cited 2020 Apr 08]. Available from: http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;.

Council of Science Editors:

Tamashiro AT. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. [Masters Thesis]. University of São Paulo; 2014. Available from: http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;


Humboldt University of Berlin

7. Yu, Lining. Quantile lasso regression for single index model.

Degree: 2014, Humboldt University of Berlin

In den Finanzmarkt gibt es viele verschiedene Risikofaktoren rund um ein festgelegtes Finanzunternehmen. Zum Beispiel, Kreditrisiko, Liquiditätsrisiko und das Marktrisiko. Andere Unternehmen können sich auch… (more)

Subjects/Keywords: Statistik; Wirtschaft; Value at Risk; Value-at-Risk; Semiparametrisch; Backtesting; Conditional Value at Risk; Semiparametric; Single index model; Backtesting; conditional Value-at-Risk; Single Index Model; ddc:330

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APA (6th Edition):

Yu, L. (2014). Quantile lasso regression for single index model. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=40903 ; http://edoc.hu-berlin.de/master/yu-lining-2014-08-10/PDF/yu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100219899

Chicago Manual of Style (16th Edition):

Yu, Lining. “Quantile lasso regression for single index model.” 2014. Masters Thesis, Humboldt University of Berlin. Accessed April 08, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=40903 ; http://edoc.hu-berlin.de/master/yu-lining-2014-08-10/PDF/yu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100219899.

MLA Handbook (7th Edition):

Yu, Lining. “Quantile lasso regression for single index model.” 2014. Web. 08 Apr 2020.

Vancouver:

Yu L. Quantile lasso regression for single index model. [Internet] [Masters thesis]. Humboldt University of Berlin; 2014. [cited 2020 Apr 08]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40903 ; http://edoc.hu-berlin.de/master/yu-lining-2014-08-10/PDF/yu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100219899.

Council of Science Editors:

Yu L. Quantile lasso regression for single index model. [Masters Thesis]. Humboldt University of Berlin; 2014. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=40903 ; http://edoc.hu-berlin.de/master/yu-lining-2014-08-10/PDF/yu.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100219899


Technical University of Lisbon

8. Louro, Rui Alexandre Narciso Miguens. Evaluation of volatility models for forecasting value at risk in stock prices.

Degree: 2016, Technical University of Lisbon

Mestrado em Econometria Aplicada e Previsão

O trabalho descrito nesta Tese é referente ao cálculo de Value at Risk e Expected Shortfall que presentemente são… (more)

Subjects/Keywords: GARCH; Value at Risk; Expected Shortfall; backtesting

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APA (6th Edition):

Louro, R. A. N. M. (2016). Evaluation of volatility models for forecasting value at risk in stock prices. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Louro, Rui Alexandre Narciso Miguens. “Evaluation of volatility models for forecasting value at risk in stock prices.” 2016. Thesis, Technical University of Lisbon. Accessed April 08, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Louro, Rui Alexandre Narciso Miguens. “Evaluation of volatility models for forecasting value at risk in stock prices.” 2016. Web. 08 Apr 2020.

Vancouver:

Louro RANM. Evaluation of volatility models for forecasting value at risk in stock prices. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2020 Apr 08]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Louro RANM. Evaluation of volatility models for forecasting value at risk in stock prices. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Gomes, Paulo Jorge Ribeiro. Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon.

Degree: 2017, Instituto Politécnico de Bragança

Mestrado APNOR

O presente trabalho tem como objetivo calcular o risco (total) para um investidor com uma carteira de ativos composta pelos bancos portugueses cotados… (more)

Subjects/Keywords: Value at Risk; VaR; Paramétrico; Simulação histórica

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APA (6th Edition):

Gomes, P. J. R. (2017). Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon. (Thesis). Instituto Politécnico de Bragança. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:bibliotecadigital.ipb.pt:10198/14243

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Gomes, Paulo Jorge Ribeiro. “Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon.” 2017. Thesis, Instituto Politécnico de Bragança. Accessed April 08, 2020. https://www.rcaap.pt/detail.jsp?id=oai:bibliotecadigital.ipb.pt:10198/14243.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Gomes, Paulo Jorge Ribeiro. “Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon.” 2017. Web. 08 Apr 2020.

Vancouver:

Gomes PJR. Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon. [Internet] [Thesis]. Instituto Politécnico de Bragança; 2017. [cited 2020 Apr 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:bibliotecadigital.ipb.pt:10198/14243.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Gomes PJR. Utilização da metodologia Value at Risk para estimar o risco de uma carteira composta por bancos cotados na Euronext Lisbon. [Thesis]. Instituto Politécnico de Bragança; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:bibliotecadigital.ipb.pt:10198/14243

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Debrecen

10. Ungvári, József. A Value at Risk bemutatása és becslésének módszerei .

Degree: DE – TEK – Informatikai Kar, 2011, University of Debrecen

 Szakdolgozatom témája a kockázatbecslés. Kutatásomat a Value at Risk módszertanával kapcsolatban végeztem. A választásom azért erre a témára esett, mert napjainkban ez egy aktuális problémakör.… (more)

Subjects/Keywords: VaR; Value at Risk; kockázatbecslés; kockáztatott érték

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APA (6th Edition):

Ungvári, J. (2011). A Value at Risk bemutatása és becslésének módszerei . (Thesis). University of Debrecen. Retrieved from http://hdl.handle.net/2437/119725

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ungvári, József. “A Value at Risk bemutatása és becslésének módszerei .” 2011. Thesis, University of Debrecen. Accessed April 08, 2020. http://hdl.handle.net/2437/119725.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ungvári, József. “A Value at Risk bemutatása és becslésének módszerei .” 2011. Web. 08 Apr 2020.

Vancouver:

Ungvári J. A Value at Risk bemutatása és becslésének módszerei . [Internet] [Thesis]. University of Debrecen; 2011. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/2437/119725.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ungvári J. A Value at Risk bemutatása és becslésének módszerei . [Thesis]. University of Debrecen; 2011. Available from: http://hdl.handle.net/2437/119725

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Vieira, Joana Bruno. Modeling volatility: an assessment of the value at risk approach.

Degree: 2012, RCAAP

Mestrado em Finanças

Value at Risk (VaR) tornou-se uma das mais populares técnicas de medição e controlo de risco, nomeadamente risco de mercado. Esta medida… (more)

Subjects/Keywords: Value at risk; Volatility; GARCH; Backtesting

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APA (6th Edition):

Vieira, J. B. (2012). Modeling volatility: an assessment of the value at risk approach. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/5168

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vieira, Joana Bruno. “Modeling volatility: an assessment of the value at risk approach.” 2012. Thesis, RCAAP. Accessed April 08, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/5168.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vieira, Joana Bruno. “Modeling volatility: an assessment of the value at risk approach.” 2012. Web. 08 Apr 2020.

Vancouver:

Vieira JB. Modeling volatility: an assessment of the value at risk approach. [Internet] [Thesis]. RCAAP; 2012. [cited 2020 Apr 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/5168.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vieira JB. Modeling volatility: an assessment of the value at risk approach. [Thesis]. RCAAP; 2012. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/5168

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

12. Eerola, Kari. Hedge funds’ risks and implications to financialstability.

Degree: Department of Political Science; Helsingfors universitet, Allmän statslära, Institutionen för, 2008, University of Helsinki

Meneillään oleva finanssikriisi on herättänyt huomattavaa keskustelua pankkien ja muiden rahoitusinstituutioiden riskienhallintakäytännöistä. Erityistä huolta on herättänyt niin kutsuttu systeemiriski. Tämä tarkoittaa käytännössä pankkien konkurssien mahdollisia… (more)

Subjects/Keywords: rahastot; riskienhallinta; rahoitusjärjestelmät; vakaus; value-at-risk; rahastot; riskienhallinta; rahoitusjärjestelmät; vakaus; value-at-risk

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APA (6th Edition):

Eerola, K. (2008). Hedge funds’ risks and implications to financialstability. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/10151

Chicago Manual of Style (16th Edition):

Eerola, Kari. “Hedge funds’ risks and implications to financialstability.” 2008. Masters Thesis, University of Helsinki. Accessed April 08, 2020. http://hdl.handle.net/10138/10151.

MLA Handbook (7th Edition):

Eerola, Kari. “Hedge funds’ risks and implications to financialstability.” 2008. Web. 08 Apr 2020.

Vancouver:

Eerola K. Hedge funds’ risks and implications to financialstability. [Internet] [Masters thesis]. University of Helsinki; 2008. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10138/10151.

Council of Science Editors:

Eerola K. Hedge funds’ risks and implications to financialstability. [Masters Thesis]. University of Helsinki; 2008. Available from: http://hdl.handle.net/10138/10151

13. Camuamba, Elsa Natália Hilário. The Portuguese shadow toll concessions : analysis of allocation and valuation.

Degree: 2012, RCAAP

 As more countries are relying on the private sector for provision of public services, Public-Private Partnerships (PPPs) are at the center of this growing trend.… (more)

Subjects/Keywords: Risk Allocation; Risk Valuation; Value-for-Money; NPV-at-risk

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APA (6th Edition):

Camuamba, E. N. H. (2012). The Portuguese shadow toll concessions : analysis of allocation and valuation. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/9014

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Camuamba, Elsa Natália Hilário. “The Portuguese shadow toll concessions : analysis of allocation and valuation.” 2012. Thesis, RCAAP. Accessed April 08, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/9014.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Camuamba, Elsa Natália Hilário. “The Portuguese shadow toll concessions : analysis of allocation and valuation.” 2012. Web. 08 Apr 2020.

Vancouver:

Camuamba ENH. The Portuguese shadow toll concessions : analysis of allocation and valuation. [Internet] [Thesis]. RCAAP; 2012. [cited 2020 Apr 08]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/9014.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Camuamba ENH. The Portuguese shadow toll concessions : analysis of allocation and valuation. [Thesis]. RCAAP; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/9014

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Limerick

14. McCullagh, Orla. Evaluating VaR: a qualitative and quantitative impact study.

Degree: 2019, University of Limerick

Value-at-Risk (VaR) is the primary measure used to estimate the potential losses for a bank portfolio due to market movements. It has three key roles:… (more)

Subjects/Keywords: Value-at-Risk (VaR); bank risk taking; risk management

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APA (6th Edition):

McCullagh, O. (2019). Evaluating VaR: a qualitative and quantitative impact study. (Thesis). University of Limerick. Retrieved from http://hdl.handle.net/10344/8469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McCullagh, Orla. “Evaluating VaR: a qualitative and quantitative impact study.” 2019. Thesis, University of Limerick. Accessed April 08, 2020. http://hdl.handle.net/10344/8469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McCullagh, Orla. “Evaluating VaR: a qualitative and quantitative impact study.” 2019. Web. 08 Apr 2020.

Vancouver:

McCullagh O. Evaluating VaR: a qualitative and quantitative impact study. [Internet] [Thesis]. University of Limerick; 2019. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10344/8469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McCullagh O. Evaluating VaR: a qualitative and quantitative impact study. [Thesis]. University of Limerick; 2019. Available from: http://hdl.handle.net/10344/8469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Royal Holloway, University of London

15. Pan, Liuxuan. Application of a financial quantitative risk model to information security risk assessment.

Degree: PhD, 2018, Royal Holloway, University of London

 ISRA has its roots in documents like the Orange Book and the Anderson Report. Even recent standards such as the ISO 27000 series make assumptions… (more)

Subjects/Keywords: Information Security Risk Assessment; Financial Risk Model; Value at Risk; Malware

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APA (6th Edition):

Pan, L. (2018). Application of a financial quantitative risk model to information security risk assessment. (Doctoral Dissertation). Royal Holloway, University of London. Retrieved from https://pure.royalholloway.ac.uk/portal/en/publications/application-of-a-financial-quantitative-risk-model-to-information-security-risk-assessment(0df7e916-8b0d-4776-8bf7-aed4d6ac27e3).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.792802

Chicago Manual of Style (16th Edition):

Pan, Liuxuan. “Application of a financial quantitative risk model to information security risk assessment.” 2018. Doctoral Dissertation, Royal Holloway, University of London. Accessed April 08, 2020. https://pure.royalholloway.ac.uk/portal/en/publications/application-of-a-financial-quantitative-risk-model-to-information-security-risk-assessment(0df7e916-8b0d-4776-8bf7-aed4d6ac27e3).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.792802.

MLA Handbook (7th Edition):

Pan, Liuxuan. “Application of a financial quantitative risk model to information security risk assessment.” 2018. Web. 08 Apr 2020.

Vancouver:

Pan L. Application of a financial quantitative risk model to information security risk assessment. [Internet] [Doctoral dissertation]. Royal Holloway, University of London; 2018. [cited 2020 Apr 08]. Available from: https://pure.royalholloway.ac.uk/portal/en/publications/application-of-a-financial-quantitative-risk-model-to-information-security-risk-assessment(0df7e916-8b0d-4776-8bf7-aed4d6ac27e3).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.792802.

Council of Science Editors:

Pan L. Application of a financial quantitative risk model to information security risk assessment. [Doctoral Dissertation]. Royal Holloway, University of London; 2018. Available from: https://pure.royalholloway.ac.uk/portal/en/publications/application-of-a-financial-quantitative-risk-model-to-information-security-risk-assessment(0df7e916-8b0d-4776-8bf7-aed4d6ac27e3).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.792802


University of Helsinki

16. Eerola, Kari. Hedge funds’ risks and implications to financialstability.

Degree: Department of Political Science; Helsingfors universitet, Allmän statslära, Institutionen för, 2008, University of Helsinki

The current financial crisis has raised considerable debate about the risk management practices of banks and other financial institutions. In particular, there have been concerns… (more)

Subjects/Keywords: hedge fund; risk management; financial stability; value-at-risk; hedge fund; risk management; financial stability; value-at-risk

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APA (6th Edition):

Eerola, K. (2008). Hedge funds’ risks and implications to financialstability. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/11155

Chicago Manual of Style (16th Edition):

Eerola, Kari. “Hedge funds’ risks and implications to financialstability.” 2008. Masters Thesis, University of Helsinki. Accessed April 08, 2020. http://hdl.handle.net/10138/11155.

MLA Handbook (7th Edition):

Eerola, Kari. “Hedge funds’ risks and implications to financialstability.” 2008. Web. 08 Apr 2020.

Vancouver:

Eerola K. Hedge funds’ risks and implications to financialstability. [Internet] [Masters thesis]. University of Helsinki; 2008. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10138/11155.

Council of Science Editors:

Eerola K. Hedge funds’ risks and implications to financialstability. [Masters Thesis]. University of Helsinki; 2008. Available from: http://hdl.handle.net/10138/11155


Technical University of Lisbon

17. Kazzi, Rodrigue. Risk bounds for unimodal distributions under partial information.

Degree: 2018, Technical University of Lisbon

Mestrado em Actuarial Science

Neste documento, começamos por estudar os limites superiores para Value-at-Risk, Tail-Value-at-Risk e Range-Value-at-Risk de distribuições unimodais quando apenas os limites superiores… (more)

Subjects/Keywords: Risco do modelo; Value-at-Risk; Tail-Value-at-Risk; Range-Value-at-Risk; Ordenação convexa; Distribuições Unimodais; Limites de Risco; Model risk; Convex ordering; Unimodal distributions; Risk bounds

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APA (6th Edition):

Kazzi, R. (2018). Risk bounds for unimodal distributions under partial information. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kazzi, Rodrigue. “Risk bounds for unimodal distributions under partial information.” 2018. Thesis, Technical University of Lisbon. Accessed April 08, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kazzi, Rodrigue. “Risk bounds for unimodal distributions under partial information.” 2018. Web. 08 Apr 2020.

Vancouver:

Kazzi R. Risk bounds for unimodal distributions under partial information. [Internet] [Thesis]. Technical University of Lisbon; 2018. [cited 2020 Apr 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15817.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kazzi R. Risk bounds for unimodal distributions under partial information. [Thesis]. Technical University of Lisbon; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15817

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

18. Fallman, David. An empirical evaluation of risk management : Comparison study of volatility models.

Degree: Statistics, 2011, Uppsala University

  The purpose of this thesis is to evaluate five different volatility forecasting models that are used to calculate financial market risk. The models are… (more)

Subjects/Keywords: Value-at-Risk; Mean Square Distance; Realized volatility; empirical critical value

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APA (6th Edition):

Fallman, D. (2011). An empirical evaluation of risk management : Comparison study of volatility models. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fallman, David. “An empirical evaluation of risk management : Comparison study of volatility models.” 2011. Thesis, Uppsala University. Accessed April 08, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fallman, David. “An empirical evaluation of risk management : Comparison study of volatility models.” 2011. Web. 08 Apr 2020.

Vancouver:

Fallman D. An empirical evaluation of risk management : Comparison study of volatility models. [Internet] [Thesis]. Uppsala University; 2011. [cited 2020 Apr 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fallman D. An empirical evaluation of risk management : Comparison study of volatility models. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Gaio, Luiz Eduardo. Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk.

Degree: Mestrado, Administração de Organizações, 2009, University of São Paulo

Durante os últimos anos, tem havido muitas mudanças na maneira como as instituições financeiras avaliam o risco. As regulações têm tido um papel muito importante… (more)

Subjects/Keywords: ARCH models; Gestão de risco; Mercado de capitais; Modelos ARCH; Risk management; Stock market; Value-at-Risk; Value-at-Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gaio, L. E. (2009). Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/96/96132/tde-03052010-173001/ ;

Chicago Manual of Style (16th Edition):

Gaio, Luiz Eduardo. “Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk.” 2009. Masters Thesis, University of São Paulo. Accessed April 08, 2020. http://www.teses.usp.br/teses/disponiveis/96/96132/tde-03052010-173001/ ;.

MLA Handbook (7th Edition):

Gaio, Luiz Eduardo. “Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk.” 2009. Web. 08 Apr 2020.

Vancouver:

Gaio LE. Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk. [Internet] [Masters thesis]. University of São Paulo; 2009. [cited 2020 Apr 08]. Available from: http://www.teses.usp.br/teses/disponiveis/96/96132/tde-03052010-173001/ ;.

Council of Science Editors:

Gaio LE. Gestão de riscos no mercado financeiro internacional: uma análise comparativa entre modelos de volatilidade para estimação do Value-at-Risk. [Masters Thesis]. University of São Paulo; 2009. Available from: http://www.teses.usp.br/teses/disponiveis/96/96132/tde-03052010-173001/ ;


Universidade do Rio Grande do Sul

20. Tristão, Diego Santana. CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro.

Degree: 2013, Universidade do Rio Grande do Sul

O objetivo principal deste artigo é estimar a contribuição dos bancos no mercado financeiro brasileiro ao risco sistêmico utilizando a metodologia proposta por Adrian e… (more)

Subjects/Keywords: CoVaR; Bancos; Sistema financeiro : Brasil; Systemic risk; Risco sistêmico; Value at risk; Value at Risk : VaR; Banking regulation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tristão, D. S. (2013). CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/76198

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tristão, Diego Santana. “CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed April 08, 2020. http://hdl.handle.net/10183/76198.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tristão, Diego Santana. “CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro.” 2013. Web. 08 Apr 2020.

Vancouver:

Tristão DS. CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10183/76198.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tristão DS. CoVaR como medida de contribuição ao risco sistêmico, aplicado às instituições do sistema financeiro brasileiro. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/76198

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

21. Macêdo, Guilherme Ribeiro de. O uso de cópulas para gestão de riscos.

Degree: 2012, Universidade do Rio Grande do Sul

O grande número de publicações na área de finanças atualmente utilizando a modelagem de cópulas pode ser explicada pela capacidade de esta técnica estatística conseguir… (more)

Subjects/Keywords: Market risk; Value at Risk : VaR; Análise de risco; Copulas; Value at risk (VaR); Mercado financeiro; Volatilidade

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APA (6th Edition):

Macêdo, G. R. d. (2012). O uso de cópulas para gestão de riscos. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/40083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Macêdo, Guilherme Ribeiro de. “O uso de cópulas para gestão de riscos.” 2012. Thesis, Universidade do Rio Grande do Sul. Accessed April 08, 2020. http://hdl.handle.net/10183/40083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Macêdo, Guilherme Ribeiro de. “O uso de cópulas para gestão de riscos.” 2012. Web. 08 Apr 2020.

Vancouver:

Macêdo GRd. O uso de cópulas para gestão de riscos. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2012. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10183/40083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Macêdo GRd. O uso de cópulas para gestão de riscos. [Thesis]. Universidade do Rio Grande do Sul; 2012. Available from: http://hdl.handle.net/10183/40083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Ben Saida, Abdallah. Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach.

Degree: Docteur es, Science de gestion - EM2C, 2014, Cergy-Pontoise; Université de Sfax. Faculté des sciences économiques et de gestion

Dans cette thèse, nous examinons les apports importants de la modélisation de la dépendance par la théorie des copules dans le cadre des problématiques liées… (more)

Subjects/Keywords: Portefeuilles; Risque de crédit; Copules; Diversification; Value-At-Risk; Optimisation; Portfolio; Credit risk; Copulas; Diversification; Value-At-Risk; Optimization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ben Saida, A. (2014). Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach. (Doctoral Dissertation). Cergy-Pontoise; Université de Sfax. Faculté des sciences économiques et de gestion. Retrieved from http://www.theses.fr/2014CERG0705

Chicago Manual of Style (16th Edition):

Ben Saida, Abdallah. “Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach.” 2014. Doctoral Dissertation, Cergy-Pontoise; Université de Sfax. Faculté des sciences économiques et de gestion. Accessed April 08, 2020. http://www.theses.fr/2014CERG0705.

MLA Handbook (7th Edition):

Ben Saida, Abdallah. “Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach.” 2014. Web. 08 Apr 2020.

Vancouver:

Ben Saida A. Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach. [Internet] [Doctoral dissertation]. Cergy-Pontoise; Université de Sfax. Faculté des sciences économiques et de gestion; 2014. [cited 2020 Apr 08]. Available from: http://www.theses.fr/2014CERG0705.

Council of Science Editors:

Ben Saida A. Essais sur la Diversification des Portefeuilles Financiers et des Fonds Structurés de Crédit : Une Approche en termes de copules : Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach. [Doctoral Dissertation]. Cergy-Pontoise; Université de Sfax. Faculté des sciences économiques et de gestion; 2014. Available from: http://www.theses.fr/2014CERG0705


Universidade Nova

23. Kennedy, George. Using covar to model cross-border connections in financial markets.

Degree: 2017, Universidade Nova

 This paper will examine how the conditional value at risk of the United States financial market can be calculated using exposure to foreign financial markets.… (more)

Subjects/Keywords: Financial interconnection; Value at risk; Risk management; Conditional value at risk; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kennedy, G. (2017). Using covar to model cross-border connections in financial markets. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kennedy, George. “Using covar to model cross-border connections in financial markets.” 2017. Thesis, Universidade Nova. Accessed April 08, 2020. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kennedy, George. “Using covar to model cross-border connections in financial markets.” 2017. Web. 08 Apr 2020.

Vancouver:

Kennedy G. Using covar to model cross-border connections in financial markets. [Internet] [Thesis]. Universidade Nova; 2017. [cited 2020 Apr 08]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kennedy G. Using covar to model cross-border connections in financial markets. [Thesis]. Universidade Nova; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Minho

24. Rodrigues, Pedro Diogo Guimarães. Backtesting Value-at-Risk Models .

Degree: 2017, Universidade do Minho

 In the last decades, Value-at-Risk has become one of the most popular risk measurements techniques in the financial world. However, VaR models are only useful… (more)

Subjects/Keywords: Value-at-Risk; Risk management; Backtesting; Risco financeiro

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APA (6th Edition):

Rodrigues, P. D. G. (2017). Backtesting Value-at-Risk Models . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/46454

Chicago Manual of Style (16th Edition):

Rodrigues, Pedro Diogo Guimarães. “Backtesting Value-at-Risk Models .” 2017. Masters Thesis, Universidade do Minho. Accessed April 08, 2020. http://hdl.handle.net/1822/46454.

MLA Handbook (7th Edition):

Rodrigues, Pedro Diogo Guimarães. “Backtesting Value-at-Risk Models .” 2017. Web. 08 Apr 2020.

Vancouver:

Rodrigues PDG. Backtesting Value-at-Risk Models . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/1822/46454.

Council of Science Editors:

Rodrigues PDG. Backtesting Value-at-Risk Models . [Masters Thesis]. Universidade do Minho; 2017. Available from: http://hdl.handle.net/1822/46454


Halmstad University

25. Midov, Askerbi. Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution.

Degree: Computer and Electrical Engineering (IDE), 2008, Halmstad University

  The paper is devoted to the modern methods of Value-at-Risk calculation using different cases of Generalized Hyperbolic distribution and models for predicting volatility. In… (more)

Subjects/Keywords: Risk management; Value-at-Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Midov, A. (2008). Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2201

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Midov, Askerbi. “Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution.” 2008. Thesis, Halmstad University. Accessed April 08, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2201.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Midov, Askerbi. “Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution.” 2008. Web. 08 Apr 2020.

Vancouver:

Midov A. Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution. [Internet] [Thesis]. Halmstad University; 2008. [cited 2020 Apr 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2201.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Midov A. Risk Management based on GARCH and Non-parametric stochastic volatility models and some cases of Generalized Hyperbolic distribution. [Thesis]. Halmstad University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2201

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

26. Vallenå, Cristoffer. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.

Degree: Finance and Statistics, 2014, Jönköping University

  The aim of this thesis is to test if the application of fat tailed distributions in value-at-risk models is of better use for risk(more)

Subjects/Keywords: Risk management; Value-at-Risk; VaR; Fat-tails; Backtesting; GARCH

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vallenå, C. (2014). Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vallenå, Cristoffer. “Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.” 2014. Thesis, Jönköping University. Accessed April 08, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vallenå, Cristoffer. “Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30.” 2014. Web. 08 Apr 2020.

Vancouver:

Vallenå C. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. [Internet] [Thesis]. Jönköping University; 2014. [cited 2020 Apr 08]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vallenå C. Performance of fat-tailed Value-at-risk : A comparison using backtesting on the OMXS30. [Thesis]. Jönköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-24002

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

27. Martins, Marco Antônio dos Santos. Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão.

Degree: 2010, Universidade do Rio Grande do Sul

As entidades fechadas de previdência complementar (EFPC) possuem significativa relevância na economia brasileira com seus ativos dos fundos de pensão representando 16,8% do PIB em… (more)

Subjects/Keywords: Pension funds; Fundos de pensão; Modelagem de risco; Stochastic volatility; Value at risk (VaR); Volatilidade estocástica; Value at Risk : VaR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Martins, M. A. d. S. (2010). Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/26484

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Martins, Marco Antônio dos Santos. “Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed April 08, 2020. http://hdl.handle.net/10183/26484.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Martins, Marco Antônio dos Santos. “Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão.” 2010. Web. 08 Apr 2020.

Vancouver:

Martins MAdS. Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/10183/26484.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Martins MAdS. Gestão de risco em entidades fechadas de previdência complementar - EFPC - fundos de pensão. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/26484

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

28. PETRUSCA ARRIEIRO CARDOSO. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.

Degree: 2009, Pontifical Catholic University of Rio de Janeiro

[pt] Órgãos reguladores internacionais dos setores bancário e securitário têm incentivado a adoção de modelos internos, em apoio ao gerenciamento de riscos, para a determinação… (more)

Subjects/Keywords: [pt] VALUE-AT-RISK - VAR; [en] VALUE-AT-RISK - VAR; [pt] CAPITAL ECONOMICO; [en] ECONOMIC CAPITAL; [pt] MENSURACAO DE RISCOS

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

CARDOSO, P. A. (2009). [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CARDOSO, PETRUSCA ARRIEIRO. “[en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.” 2009. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed April 08, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CARDOSO, PETRUSCA ARRIEIRO. “[en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS.” 2009. Web. 08 Apr 2020.

Vancouver:

CARDOSO PA. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. [cited 2020 Apr 08]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CARDOSO PA. [en] A METHODOLOGY FOR THE ESTIMATION OF ECONOMIC CAPITAL: INCORPORATING DEPENDENCE BETWEEN RISKS VIA COPULAS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2009. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=13354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

29. Tassa, Habiba. Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ".

Degree: 2016, Université Catholique de Louvain

En Europe, chaque organisme de pension, qu’il soit une assurance groupe ou un fonds de pension, est soumis à une série de mesures dites «… (more)

Subjects/Keywords: Prestations définies; Probabilité de défaut; Tail value at risk; Contributions définies; Capital de solvabilité; Value at risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tassa, H. (2016). Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ". (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/183689

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tassa, Habiba. “Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ".” 2016. Thesis, Université Catholique de Louvain. Accessed April 08, 2020. http://hdl.handle.net/2078.1/183689.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tassa, Habiba. “Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ".” 2016. Web. 08 Apr 2020.

Vancouver:

Tassa H. Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ". [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/2078.1/183689.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tassa H. Solvabilité des plans de pension : impact des engagements de long terme sur la solvabilité des plans " defined contributions " et " defined benefits ". [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/183689

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Minho

30. Domingues, Miguel Ângelo Pereira. Backtesting value-at-risk on portfolios of lottery-like stocks .

Degree: 2019, Universidade do Minho

 The goal of this study is to calculate value-at-risk (VaR) on portfolios of lottery-like stocks based in the U.S market. Lottery-like stocks are assets with… (more)

Subjects/Keywords: Estimation; Mean VaR; Outliers; Portfolios; Value-at-risk (VaR); Carteiras; Estimação; Valores atípicos; Value-at-risk (VaR); VaR médio

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Domingues, M. . P. (2019). Backtesting value-at-risk on portfolios of lottery-like stocks . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/61090

Chicago Manual of Style (16th Edition):

Domingues, Miguel Ângelo Pereira. “Backtesting value-at-risk on portfolios of lottery-like stocks .” 2019. Masters Thesis, Universidade do Minho. Accessed April 08, 2020. http://hdl.handle.net/1822/61090.

MLA Handbook (7th Edition):

Domingues, Miguel Ângelo Pereira. “Backtesting value-at-risk on portfolios of lottery-like stocks .” 2019. Web. 08 Apr 2020.

Vancouver:

Domingues MP. Backtesting value-at-risk on portfolios of lottery-like stocks . [Internet] [Masters thesis]. Universidade do Minho; 2019. [cited 2020 Apr 08]. Available from: http://hdl.handle.net/1822/61090.

Council of Science Editors:

Domingues MP. Backtesting value-at-risk on portfolios of lottery-like stocks . [Masters Thesis]. Universidade do Minho; 2019. Available from: http://hdl.handle.net/1822/61090

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