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Alternative risk measures for alternative investments
The Journal of Risk
◽
10.21314/jor.2006.133
◽
2006
◽
Vol 8
(4)
◽
pp. 1-32
◽
Cited By ~ 11
Author(s):
A Chabaane
◽
J Laurent
◽
Y Malevergne
◽
F Turpin
Keyword(s):
Risk Measures
◽
Alternative Investments
Download Full-text
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◽
10.2469/cp.v31.n3.11
◽
2014
◽
Vol 31
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◽
pp. 42-50
◽
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Keyword(s):
Risk Measures
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Are Alternative Investments Prudent? Public Sector Pension Use and Fiduciary Duty
CFA Digest
◽
10.2469/dig.v46.n6.13
◽
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Vol 46
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◽
Author(s):
Paul R. Rossi
Keyword(s):
Public Sector
◽
Fiduciary Duty
◽
Alternative Investments
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Backtesting general spectral risk measures with application to expected shortfall
The Journal of Risk Model Validation
◽
10.21314/jrmv.2015.131
◽
2015
◽
Vol 9
(1)
◽
pp. 21-31
◽
Cited By ~ 16
Author(s):
Nick Costanzino
◽
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Keyword(s):
Risk Measures
◽
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Risk measures and the impact of asset price bubbles
The Journal of Risk
◽
10.21314/jor.2015.321
◽
2015
◽
Vol 17
(3)
◽
pp. 35-56
◽
Cited By ~ 1
Author(s):
Robert Jarrow
◽
Felipe Bastos G. Silva
Keyword(s):
Risk Measures
◽
Asset Price
◽
Asset Price Bubbles
◽
Price Bubbles
◽
The Impact
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Quality control of risk measures: backtesting VAR models
The Journal of Risk
◽
10.21314/jor.2007.147
◽
2007
◽
Vol 9
(2)
◽
pp. 39-54
◽
Cited By ~ 6
Author(s):
Victor de la Pena
◽
Ricardo Rivera
◽
Jesus Ruiz-Mata
Keyword(s):
Quality Control
◽
Risk Measures
◽
Var Models
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Two sides of the same coin: risk measures in the energy markets
The Journal of Energy Markets
◽
10.21314/jem.2016.143
◽
2016
◽
Vol 9
(2)
◽
pp. 51-68
◽
Cited By ~ 1
Author(s):
Saša Žiković
◽
Ivana Tomas Žiković
Keyword(s):
Risk Measures
◽
Energy Markets
◽
Two Sides
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Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
The Journal of Risk
◽
10.21314/jor.2010.221
◽
2010
◽
Vol 13
(2)
◽
pp. 71-100
◽
Cited By ~ 9
Author(s):
Ritesh Kumar
◽
Gautam Mitra
◽
Diana Roman
Keyword(s):
Portfolio Optimization
◽
Risk Measures
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An adaptive procedure for estimating coherent risk measures based on generalized scenarios
The Journal of Computational Finance
◽
10.21314/jcf.2008.186
◽
2008
◽
Vol 11
(4)
◽
pp. 1-31
◽
Cited By ~ 7
Author(s):
Vadim Lesnevski
◽
Barry Nelson
◽
Jeremy Staum
Keyword(s):
Risk Measures
◽
Coherent Risk Measures
◽
Adaptive Procedure
◽
Coherent Risk
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An empirical investigation of the rank correlation between different risk measures
The Journal of Risk
◽
10.21314/jor.2004.098
◽
2004
◽
Vol 6
(4)
◽
pp. 55-74
◽
Cited By ~ 13
Author(s):
Andreas Pfingsten
◽
Peter Wagner
◽
Carsten Wolferink
Keyword(s):
Empirical Investigation
◽
Risk Measures
◽
Rank Correlation
Download Full-text
An analysis of risk measures
The Journal of Risk
◽
10.21314/jor.2002.067
◽
2002
◽
Vol 4
(4)
◽
pp. 53-75
◽
Cited By ~ 15
Author(s):
Guojun Wu
◽
Zhijie Xiao
Keyword(s):
Risk Measures
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