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You searched for subject:(Value at Risk VaR ). Showing records 1 – 30 of 36085 total matches.

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1. Costa, António Pedro de Freitas. A influência dos parâmetros nas estimativas VAR: caso prático.

Degree: 2012, Instituto Politécnico do Porto

Dissertação de Mestrado em Finanças Empresariais

O presente trabalho inserido na temática Value at Risk assenta em duas partes: o enquadramento teórico e o estudo… (more)

Subjects/Keywords: Value at Risk; Metodologias VAR; Parâmetros VAR; VAR methologies; VAR parameters

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

APA (6th Edition):

Costa, A. P. d. F. (2012). A influência dos parâmetros nas estimativas VAR: caso prático. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1142

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):

Costa, António Pedro de Freitas. “A influência dos parâmetros nas estimativas VAR: caso prático.” 2012. Thesis, Instituto Politécnico do Porto. Accessed April 06, 2020. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1142.

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

MLA Handbook (7th Edition):

Costa, António Pedro de Freitas. “A influência dos parâmetros nas estimativas VAR: caso prático.” 2012. Web. 06 Apr 2020.

Vancouver:

Costa APdF. A influência dos parâmetros nas estimativas VAR: caso prático. [Internet] [Thesis]. Instituto Politécnico do Porto; 2012. [cited 2020 Apr 06]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1142.

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

Council of Science Editors:

Costa APdF. A influência dos parâmetros nas estimativas VAR: caso prático. [Thesis]. Instituto Politécnico do Porto; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1142

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

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

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 06, 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. 06 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 06]. 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

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

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 06, 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. 06 Apr 2020.

Vancouver:

Ungvári J. A Value at Risk bemutatása és becslésének módszerei . [Internet] [Thesis]. University of Debrecen; 2011. [cited 2020 Apr 06]. 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


Universidade do Minho

4. 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 06, 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. 06 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 06]. 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


Universidade do Rio Grande do Sul

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

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 06, 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. 06 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 06]. 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 Limerick

6. 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 06, 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. 06 Apr 2020.

Vancouver:

McCullagh O. Evaluating VaR: a qualitative and quantitative impact study. [Internet] [Thesis]. University of Limerick; 2019. [cited 2020 Apr 06]. 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


Universidade do Rio Grande do Sul

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

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 06, 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. 06 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 06]. 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


Jönköping University

8. 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 06, 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. 06 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 06]. 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

9. 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 06, 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. 06 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 06]. 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

10. 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 06, 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. 06 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 06]. 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


Vilnius University

11. Petrauskaitė, Aurelija. Jungčių panaudojimas rizikuojamosios vertės skaičiavime.

Degree: Master, 2014, Vilnius University

Pastaruoju metu, investavimui tampant vis populiaresniu, atsiranda poreikis skaičiuoti portfelių rizikuojamąją vertę (angl. Value at Risk, toliau tekste VaR). Pastaroji gali būti skaičiuojama portfeliams sudarytiems… (more)

Subjects/Keywords: Jungtis (copula); Rizikuojamoji vartė (Value at Risk; Trum. VaR)

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APA (6th Edition):

Petrauskaitė, Aurelija. (2014). Jungčių panaudojimas rizikuojamosios vertės skaičiavime. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140701_183139-39688 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Petrauskaitė, Aurelija. “Jungčių panaudojimas rizikuojamosios vertės skaičiavime.” 2014. Masters Thesis, Vilnius University. Accessed April 06, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140701_183139-39688 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Petrauskaitė, Aurelija. “Jungčių panaudojimas rizikuojamosios vertės skaičiavime.” 2014. Web. 06 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Petrauskaitė, Aurelija. Jungčių panaudojimas rizikuojamosios vertės skaičiavime. [Internet] [Masters thesis]. Vilnius University; 2014. [cited 2020 Apr 06]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140701_183139-39688 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Petrauskaitė, Aurelija. Jungčių panaudojimas rizikuojamosios vertės skaičiavime. [Masters Thesis]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2007~D_20140701_183139-39688 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Universidade do Rio Grande do Sul

12. 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 06, 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. 06 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 06]. 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

13. Καραγκούνης, Νικόλαος. Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης.

Degree: 2009, University of Patras

Το ζητούμενο σε κάθε επιχείρηση είναι η αντιμετώπιση καταστάσεων οι οποίες μπορεί να παρουσιάσουν αυξημένη πιθανότητα απωλειών. Για να επιτευχθεί ο συγκεκριμένος στόχος είναι αναγκαίος… (more)

Subjects/Keywords: Διαχείριση κινδύνου; Δυνητική ζημία; Ιστορική προσομοίωση; 332.678; Value at risk (VAR); Risk management

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

APA (6th Edition):

Καραγκούνης, . (2009). Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/2920

Chicago Manual of Style (16th Edition):

Καραγκούνης, Νικόλαος. “Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης.” 2009. Masters Thesis, University of Patras. Accessed April 06, 2020. http://nemertes.lis.upatras.gr/jspui/handle/10889/2920.

MLA Handbook (7th Edition):

Καραγκούνης, Νικόλαος. “Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης.” 2009. Web. 06 Apr 2020.

Vancouver:

Καραγκούνης . Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης. [Internet] [Masters thesis]. University of Patras; 2009. [cited 2020 Apr 06]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/2920.

Council of Science Editors:

Καραγκούνης . Διαχείριση κινδύνου με την προσέγγιση της δυνητικής ζημίας και εφαρμογή της με τη μέθοδο της ιστορικής προσομοίωσης. [Masters Thesis]. University of Patras; 2009. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/2920


University of Toronto

14. Sorkhi, Shabnam. A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings.

Degree: PhD, 2015, University of Toronto

 Initial public offerings (IPOs) are perhaps the most exhilarating events on stock exchanges. Yet, the ‘ambiguity’ of the risk of IPOs overshadows the thrill and… (more)

Subjects/Keywords: Backtesting; Bayesian; Initial Public Offerings (IPO); Short-Term Risk; Value at Risk (VaR); 0508

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

APA (6th Edition):

Sorkhi, S. (2015). A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/71346

Chicago Manual of Style (16th Edition):

Sorkhi, Shabnam. “A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings.” 2015. Doctoral Dissertation, University of Toronto. Accessed April 06, 2020. http://hdl.handle.net/1807/71346.

MLA Handbook (7th Edition):

Sorkhi, Shabnam. “A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings.” 2015. Web. 06 Apr 2020.

Vancouver:

Sorkhi S. A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings. [Internet] [Doctoral dissertation]. University of Toronto; 2015. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/1807/71346.

Council of Science Editors:

Sorkhi S. A Hybrid Bayesian and Data-envelopment-analysis-based Approach to Measure the Short-term Risk of Initial Public Offerings. [Doctoral Dissertation]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/71346


Universidade Presbiteriana Mackenzie

15. Arthur Monteiro Gabbay. Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA.

Degree: 2010, Universidade Presbiteriana Mackenzie

Many authors consider Operational Risk as a key variable for maintaining the balance of the global financial market. The objective of this dissertation is to… (more)

Subjects/Keywords: ADMINISTRACAO; risco operacional; Loss Distribution Approach (LDA); Monte Carlo; VaR (Value-at-Risk); operational risk; Loss Distribution Approach (LDA); Monte Carlo; VaR (Value-at-Risk)

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

APA (6th Edition):

Gabbay, A. M. (2010). Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA. (Thesis). Universidade Presbiteriana Mackenzie. Retrieved from http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1989

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):

Gabbay, Arthur Monteiro. “Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA.” 2010. Thesis, Universidade Presbiteriana Mackenzie. Accessed April 06, 2020. http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1989.

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

MLA Handbook (7th Edition):

Gabbay, Arthur Monteiro. “Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA.” 2010. Web. 06 Apr 2020.

Vancouver:

Gabbay AM. Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2010. [cited 2020 Apr 06]. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1989.

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

Council of Science Editors:

Gabbay AM. Simulação de Monte Carlo para mensuração do risco operacional: aplicação do modelo LDA. [Thesis]. Universidade Presbiteriana Mackenzie; 2010. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1989

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


Universidade de Brasília

16. Leonardo de Lima Moreira. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.

Degree: 2006, Universidade de Brasília

O presente trabalho busca analisar o comportamento dos modelos de mensuração de risco de mercado VaR e CVaR para no mercado de ações brasileiro, calculados… (more)

Subjects/Keywords: mercado financeiro; ECONOMIA; value-at-risk (VAR); conditional value-at-risk (CVAR); administração de risco - instituições financeiras; Conditional Value-at-Risk (CVAR); risco de mercado; value-at-risk (VAR); risco (Economia); valor (Economia); Gestão Econômica de Negócios; market Risk

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

APA (6th Edition):

Moreira, L. d. L. (2006). Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

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):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Thesis, Universidade de Brasília. Accessed April 06, 2020. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

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

MLA Handbook (7th Edition):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Web. 06 Apr 2020.

Vancouver:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Internet] [Thesis]. Universidade de Brasília; 2006. [cited 2020 Apr 06]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

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

Council of Science Editors:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Thesis]. Universidade de Brasília; 2006. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

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

17. Μαρκόπουλος, Ηλίας. Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα.

Degree: 2010, University of Patras

Στην παρούσα εργασία γίνεται μια ανασκόπηση της μεθόδου μέτρησης κινδύνου Value at Risk (VaR). Παρουσιάζουμε μερικούς βασικούς τρόπους μέτρησης του Value at Risk και εφαρμόζουμε… (more)

Subjects/Keywords: Μέτρηση κινδύνου; Χρηματιστήριο Αθηνών; Μοντέλο GARCH; 332.41; Value at Risk (VaR); Athens stock exchange; GARCH

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

APA (6th Edition):

Μαρκόπουλος, . (2010). Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4017

Chicago Manual of Style (16th Edition):

Μαρκόπουλος, Ηλίας. “Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα.” 2010. Masters Thesis, University of Patras. Accessed April 06, 2020. http://nemertes.lis.upatras.gr/jspui/handle/10889/4017.

MLA Handbook (7th Edition):

Μαρκόπουλος, Ηλίας. “Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα.” 2010. Web. 06 Apr 2020.

Vancouver:

Μαρκόπουλος . Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα. [Internet] [Masters thesis]. University of Patras; 2010. [cited 2020 Apr 06]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4017.

Council of Science Editors:

Μαρκόπουλος . Επισκόπηση της μεθόδου αποτίμησης κινδύνου χρηματοοικονομικών περιουσιακών στοιχείων VaR (Value-at- Risk). Εφαρμογή σε ελληνικά δεδομένα. [Masters Thesis]. University of Patras; 2010. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4017

18. Mohamed, Khadar Ali. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.

Degree: Business and Economic Studies, 2011, University of Gävle

  The purpose with this study is to compare four different models to VaR in terms of accuracy, namely Historical Simulation (HS), Simple Moving Average… (more)

Subjects/Keywords: Value at Risk (VaR); Normaldistribution; Student t-distribution; Expected exception; Failure rate

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

APA (6th Edition):

Mohamed, K. A. (2011). Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. (Thesis). University of Gävle. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798

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):

Mohamed, Khadar Ali. “Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.” 2011. Thesis, University of Gävle. Accessed April 06, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798.

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

MLA Handbook (7th Edition):

Mohamed, Khadar Ali. “Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.” 2011. Web. 06 Apr 2020.

Vancouver:

Mohamed KA. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. [Internet] [Thesis]. University of Gävle; 2011. [cited 2020 Apr 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798.

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

Council of Science Editors:

Mohamed KA. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. [Thesis]. University of Gävle; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798

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

19. Mosmann, Gabriela. Axiomatic systemic risk measures forecasting.

Degree: 2018, Universidade do Rio Grande do Sul

In this work, we deepen the study of systemic risk measurement via aggregation functions. We consider three different portfolios as a proxy for an economic… (more)

Subjects/Keywords: Risk measures; Carteiras de investimento; Systemic risk; Value at Risk : VaR; Aggregation function; Risco financeiro; Axiomatic measurement; GARCH

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APA (6th Edition):

Mosmann, G. (2018). Axiomatic systemic risk measures forecasting. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/178875

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):

Mosmann, Gabriela. “Axiomatic systemic risk measures forecasting.” 2018. Thesis, Universidade do Rio Grande do Sul. Accessed April 06, 2020. http://hdl.handle.net/10183/178875.

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

MLA Handbook (7th Edition):

Mosmann, Gabriela. “Axiomatic systemic risk measures forecasting.” 2018. Web. 06 Apr 2020.

Vancouver:

Mosmann G. Axiomatic systemic risk measures forecasting. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2018. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10183/178875.

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

Council of Science Editors:

Mosmann G. Axiomatic systemic risk measures forecasting. [Thesis]. Universidade do Rio Grande do Sul; 2018. Available from: http://hdl.handle.net/10183/178875

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


Technical University of Lisbon

20. Araújo, André da Silva de. Risco e Causalidade nos Principais Mercados de Acções Europeus.

Degree: 2011, Technical University of Lisbon

Mestrado em Finanças

Com os acontecimentos que desencadearam a crise financeira mundial de 2008, os mercados financeiros globais foram palco do maior contágio de risco… (more)

Subjects/Keywords: Value-at-Risk (VaR; Backtesting; Granger causality in risk; Extreme risk spillover; Estimação ARCH; Contágio de risco financeiro; Previsão de volatilidade

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APA (6th Edition):

Araújo, A. d. S. d. (2011). Risco e Causalidade nos Principais Mercados de Acções Europeus. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3485

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):

Araújo, André da Silva de. “Risco e Causalidade nos Principais Mercados de Acções Europeus.” 2011. Thesis, Technical University of Lisbon. Accessed April 06, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3485.

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

MLA Handbook (7th Edition):

Araújo, André da Silva de. “Risco e Causalidade nos Principais Mercados de Acções Europeus.” 2011. Web. 06 Apr 2020.

Vancouver:

Araújo AdSd. Risco e Causalidade nos Principais Mercados de Acções Europeus. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2020 Apr 06]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3485.

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

Council of Science Editors:

Araújo AdSd. Risco e Causalidade nos Principais Mercados de Acções Europeus. [Thesis]. Technical University of Lisbon; 2011. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/3485

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


Université de Neuchâtel

21. 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 06, 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. 06 Apr 2020.

Vancouver:

Bluteau K. Modeling latent variables in economics and finance. [Internet] [Thesis]. Université de Neuchâtel; 2019. [cited 2020 Apr 06]. 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


North-West University

22. Esterhuysen, Ja'nel Tobias. The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen .

Degree: 2006, North-West University

 The measurement of operational risk has surely been one of the biggest challenges for banks worldwide. Most banks worldwide have opted for a value-at-risk (VaR)… (more)

Subjects/Keywords: Operational Risk; Basel II; Value at Risk (VaR)

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APA (6th Edition):

Esterhuysen, J. T. (2006). The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/1676

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):

Esterhuysen, Ja'nel Tobias. “The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen .” 2006. Thesis, North-West University. Accessed April 06, 2020. http://hdl.handle.net/10394/1676.

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

MLA Handbook (7th Edition):

Esterhuysen, Ja'nel Tobias. “The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen .” 2006. Web. 06 Apr 2020.

Vancouver:

Esterhuysen JT. The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen . [Internet] [Thesis]. North-West University; 2006. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10394/1676.

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

Council of Science Editors:

Esterhuysen JT. The management of operational value at risk in banks / Ja'nel Tobias Esterhuysen . [Thesis]. North-West University; 2006. Available from: http://hdl.handle.net/10394/1676

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


George Mason University

23. Winkler, Robert Kevin. Robust Estimation and Simulation of Distributional VAR in Multi-State Models .

Degree: George Mason University

 This research focuses on the computational modeling and inference of the behavior of a heterogeneous collection of financial instruments, for example residential mortgages, which assume… (more)

Subjects/Keywords: value at risk; VAR; credit risk; mortgage

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APA (6th Edition):

Winkler, R. K. (n.d.). Robust Estimation and Simulation of Distributional VAR in Multi-State Models . (Thesis). George Mason University. Retrieved from http://hdl.handle.net/1920/10981

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Winkler, Robert Kevin. “Robust Estimation and Simulation of Distributional VAR in Multi-State Models .” Thesis, George Mason University. Accessed April 06, 2020. http://hdl.handle.net/1920/10981.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Winkler, Robert Kevin. “Robust Estimation and Simulation of Distributional VAR in Multi-State Models .” Web. 06 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Winkler RK. Robust Estimation and Simulation of Distributional VAR in Multi-State Models . [Internet] [Thesis]. George Mason University; [cited 2020 Apr 06]. Available from: http://hdl.handle.net/1920/10981.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Winkler RK. Robust Estimation and Simulation of Distributional VAR in Multi-State Models . [Thesis]. George Mason University; Available from: http://hdl.handle.net/1920/10981

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Pontifical Catholic University of Rio de Janeiro

24. LUCIANA SCHMID BLATTER MOREIRA. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] Um dos principais desafios no mercado financeiro é simular preços mantendo a estrutura de correlação entre os inúmeros ativos de um portfólio. Análise de… (more)

Subjects/Keywords: [pt] OTIMIZACAO; [en] OPTIMIZATION; [pt] GARCH; [en] GARCH; [pt] VALUE-AT-RISK - VAR; [en] VALUE-AT-RISK - VAR; [pt] MOVIMENTO GEOMETRICO BROWNIANO; [en] GEOMETRIC BROWNIAN MOTION; [pt] ANALISE DE COMPONENTES PRINCIPAIS; [en] PRINCIPAL COMPONENT ANALYSIS; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] MEDIDA OMEGA; [en] OMEGA THEORY; [pt] BACKTESTING TECHNIQUES; [en] BACKTESTING TECHNIQUES

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

APA (6th Edition):

MOREIRA, L. S. B. (2015). [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323

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):

MOREIRA, LUCIANA SCHMID BLATTER. “[en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed April 06, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323.

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

MLA Handbook (7th Edition):

MOREIRA, LUCIANA SCHMID BLATTER. “[en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY.” 2015. Web. 06 Apr 2020.

Vancouver:

MOREIRA LSB. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2020 Apr 06]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323.

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

Council of Science Editors:

MOREIRA LSB. [en] RISK ANALYSIS IN A PORTFOLIO OF COMMODITIES: A CASE STUDY. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=24323

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

25. Štotl, Denis. Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR.

Degree: 2019, Univerza v Mariboru

 V zadnjem obdobju se zanimanje za kriptovalute zelo povečuje in te tako postajajo vse pogostejša tema debat, zlasti v finančnem svetu. Kriptovalute predstavljajo stičišče med… (more)

Subjects/Keywords: kriptovaluta; blockchain; bitcoin; ethereum; ripple; naložba; kriptoborza; ocena tveganosti; VaR (Value-at-Risk); ES (Expected Shortfall); cryptocurrency; blockchain; bitcoin; ethereum; ripple; investment; crypto exchange; risk assessment; VaR (Value-at-Risk); ES (Expected Shortfall); info:eu-repo/classification/udc/336.74

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APA (6th Edition):

Štotl, D. (2019). Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR. (Masters Thesis). Univerza v Mariboru. Retrieved from https://dk.um.si/IzpisGradiva.php?id=75229 ; https://dk.um.si/Dokument.php?id=139454&dn= ; https://plus.si.cobiss.net/opac7/bib/13473052?lang=sl

Chicago Manual of Style (16th Edition):

Štotl, Denis. “Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR.” 2019. Masters Thesis, Univerza v Mariboru. Accessed April 06, 2020. https://dk.um.si/IzpisGradiva.php?id=75229 ; https://dk.um.si/Dokument.php?id=139454&dn= ; https://plus.si.cobiss.net/opac7/bib/13473052?lang=sl.

MLA Handbook (7th Edition):

Štotl, Denis. “Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR.” 2019. Web. 06 Apr 2020.

Vancouver:

Štotl D. Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR. [Internet] [Masters thesis]. Univerza v Mariboru; 2019. [cited 2020 Apr 06]. Available from: https://dk.um.si/IzpisGradiva.php?id=75229 ; https://dk.um.si/Dokument.php?id=139454&dn= ; https://plus.si.cobiss.net/opac7/bib/13473052?lang=sl.

Council of Science Editors:

Štotl D. Kriptovalute kot oblika špekulativne naložbe in ocena tveganosti na podlagi metode VaR. [Masters Thesis]. Univerza v Mariboru; 2019. Available from: https://dk.um.si/IzpisGradiva.php?id=75229 ; https://dk.um.si/Dokument.php?id=139454&dn= ; https://plus.si.cobiss.net/opac7/bib/13473052?lang=sl


University of Exeter

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

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 06, 2020. http://hdl.handle.net/10036/3893.

MLA Handbook (7th Edition):

Yang, Shuai. “Jumps, realized volatility and value-at-risk.” 2012. Web. 06 Apr 2020.

Vancouver:

Yang S. Jumps, realized volatility and value-at-risk. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2020 Apr 06]. 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

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

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 06, 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. 06 Apr 2020.

Vancouver:

Yang S. Jumps, realized volatility and value-at-risk. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2020 Apr 06]. 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

28. Δημητράντζου, Χριστίνα. Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια.

Degree: 2014, University of Patras

Η πολύπλοκη μορφή που απέκτησαν οι χρηματοοικονομικές αγορές κατά τη διάρκεια των δύο τελευταίων δεκαετιών, είχε ως αποτέλεσμα την απώλεια πολύ υψηλών κεφαλαίων από τις… (more)

Subjects/Keywords: Κίνδυνος; Διαχείριση κινδύνου; Βασιλεία Ι,ΙΙ; Αξία σε κίνδυνο; Μέθοδος ιστορικής προσομοίωσης; 332.41; Risk; Risk management; Basel I, II; Value-at-Risk (VaR); Historical simulation method

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APA (6th Edition):

Δημητράντζου, . (2014). Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/8301

Chicago Manual of Style (16th Edition):

Δημητράντζου, Χριστίνα. “Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια.” 2014. Masters Thesis, University of Patras. Accessed April 06, 2020. http://hdl.handle.net/10889/8301.

MLA Handbook (7th Edition):

Δημητράντζου, Χριστίνα. “Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια.” 2014. Web. 06 Apr 2020.

Vancouver:

Δημητράντζου . Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια. [Internet] [Masters thesis]. University of Patras; 2014. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10889/8301.

Council of Science Editors:

Δημητράντζου . Εκτίμηση μέγιστης δυνητικής ζημίας (VaR) σε χαρτοφυλάκια. [Masters Thesis]. University of Patras; 2014. Available from: http://hdl.handle.net/10889/8301


NSYSU

29. Chang, Kuei-Hui. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.

Degree: Master, Finance, 2000, NSYSU

None Advisors/Committee Members: none (chair), Ming-hwa Hsieh (chair), none (committee member).

Subjects/Keywords: Risk Management; TIMS; VaR; Portfolio; Margin System; Value at Risk

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

APA (6th Edition):

Chang, K. (2000). A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321

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):

Chang, Kuei-Hui. “A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.” 2000. Thesis, NSYSU. Accessed April 06, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321.

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

MLA Handbook (7th Edition):

Chang, Kuei-Hui. “A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options.” 2000. Web. 06 Apr 2020.

Vancouver:

Chang K. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. [Internet] [Thesis]. NSYSU; 2000. [cited 2020 Apr 06]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321.

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

Council of Science Editors:

Chang K. A Study on TIMSâ Risk-measuring Methodology for Portfolio that Include Options. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628100-144321

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


Virginia Tech

30. Lang, Todd M. Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?.

Degree: MA, Economics, 2000, Virginia Tech

 Ex-post intraday market-risk extrema are compared with ex-ante standard RiskMetrics parametric Value-at-Risk (VaR) limits for three foreign currency futures markets (British Pound, Japanese Yen, Swiss… (more)

Subjects/Keywords: Capital Allocation Requirements; Market Risk; Leverage; Value-at-Risk; VaR; Internal Models Approach

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APA (6th Edition):

Lang, T. M. (2000). Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/36361

Chicago Manual of Style (16th Edition):

Lang, Todd M. “Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?.” 2000. Masters Thesis, Virginia Tech. Accessed April 06, 2020. http://hdl.handle.net/10919/36361.

MLA Handbook (7th Edition):

Lang, Todd M. “Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?.” 2000. Web. 06 Apr 2020.

Vancouver:

Lang TM. Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?. [Internet] [Masters thesis]. Virginia Tech; 2000. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10919/36361.

Council of Science Editors:

Lang TM. Is Value-at-Risk (VaR) a Fair Proxy for Market Risk Under Conditions of Market Leverage?. [Masters Thesis]. Virginia Tech; 2000. Available from: http://hdl.handle.net/10919/36361

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