Value at risk models for volatile emerging markets equity portfolios

2010 ◽  
Vol 50 (4) ◽  
pp. 515-526 ◽  
Author(s):  
Dimitris N. Dimitrakopoulos ◽  
Manolis G. Kavussanos ◽  
Spyros I. Spyrou
Keyword(s):  
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Emerging Markets ◽  
Value At Risk ◽  
Risk Models ◽  
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Bayesian Value at Risk Metric for Equity Portfolios

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Author(s):  
Eric Hendries ◽  
Jun Huang ◽  
Rachel Li ◽  
Xiao Li ◽  
Yiyang Qi ◽  
...  
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At Risk ◽  
Value At Risk ◽  
Equity Portfolios ◽  
Risk Metric

scholarly journals Evaluating Value-at-Risk Models with Desk-Level Data

2011 ◽  
Vol 57 (12) ◽  
pp. 2213-2227 ◽  
Author(s):  
Jeremy Berkowitz ◽  
Peter Christoffersen ◽  
Denis Pelletier
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Models ◽  
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Selection of Value-at-Risk models

2003 ◽  
Vol 22 (4) ◽  
pp. 337-358 ◽  
Author(s):  
Mandira Sarma ◽  
Susan Thomas ◽  
Ajay Shah
Keyword(s):  
At Risk ◽  
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A proposal for evaluating value-at-risk models

2000 ◽  
Vol 28 (3) ◽  
pp. 378-378
Author(s):  
Marta Korczak
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Models
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