scholarly journals Comparing Entropies in Portfolio Diversification with Fuzzy Value at Risk and Higher-Order Moment

2020 ◽  
pp. 1-16
Author(s):  
Mahdi Pourrafiee ◽  
AmirHossein Nafei ◽  
Shokoufe Banihashemi ◽  
S. Pourmohammad Azizi
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Higher Order ◽  
Portfolio Diversification ◽  
Order Moment

Modelling commodity value at risk with higher order neural networks

2010 ◽  
Vol 20 (7) ◽  
pp. 585-600 ◽  
Author(s):  
Christian L. Dunis ◽  
Jason Laws ◽  
Georgios Sermpinis
Keyword(s):  
Neural Networks ◽  
At Risk ◽  
Value At Risk ◽  
Higher Order ◽  
Higher Order Neural Networks

Extremwerttheorie und Value-at-Risk

2015 ◽  
Vol 44 (5) ◽  
pp. 259-267
Author(s):  
Frank Schuhmacher ◽  
Benjamin R. Auer
Keyword(s):  
At Risk ◽  
Value At Risk

Value at Risk

Controlling ◽  
2004 ◽  
Vol 16 (7) ◽  
pp. 425-426
Author(s):  
Mischa Seiter ◽  
Sven Eckert
Keyword(s):  
At Risk ◽  
Value At Risk

Stress Testing in a Value at Risk Framework

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 76-78
Author(s):  
Thomas J. Latta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Stress Testing ◽  
A Value ◽  
Risk Framework

Value at Risk

2007 ◽  
Author(s):  
Arndt P. Funken ◽  
Alexander Obeid
Keyword(s):  
At Risk ◽  
Value At Risk
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