A Value at Risk Approach to Risk-Return Analysis

2004 ◽  
Vol 30 (3) ◽  
pp. 124-127
Author(s):  
Xueting Huang
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Return ◽  
A Value ◽  
Risk Approach

A Value at Risk Approach to Risk–Return Analysis

CFA Digest ◽  
2000 ◽  
Vol 30 (1) ◽  
pp. 100-100
Author(s):  
Stephen M. Horan
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Return ◽  
A Value ◽  
Risk Approach

A Value at Risk Approach to Risk-Return Analysis

1999 ◽  
Vol 25 (4) ◽  
pp. 60-67 ◽  
Author(s):  
Kevin Dowd
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Return ◽  
A Value ◽  
Risk Approach

Central bank vulnerability and the credibility of its commitments: a value-at-risk approach

1999 ◽  
Vol 2 (1) ◽  
pp. 37-55 ◽  
Author(s):  
Mario Blejer ◽  
Liliana Schumacher
Keyword(s):  
At Risk ◽  
Central Bank ◽  
Value At Risk ◽  
A Value ◽  
Risk Approach

Measuring risk spillover effects on dry bulk shipping market: a value-at-risk approach

2021 ◽  
pp. 1-19
Author(s):  
Jialin Yang ◽  
Xin Zhang ◽  
Ying-En Ge
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Spillover Effects ◽  
A Value ◽  
Bulk Shipping ◽  
Risk Approach ◽  
Risk Spillover Effects

Do hedge funds have enough capital? A value-at-risk approach

2005 ◽  
Vol 77 (1) ◽  
pp. 219-253 ◽  
Author(s):  
A GUPTA ◽  
B LIANG
Keyword(s):  
At Risk ◽  
Hedge Funds ◽  
Value At Risk ◽  
A Value ◽  
Risk Approach

Pricing and two-dimensional warranty policy of multi-products with online and offline channels using a value-at-risk approach

2020 ◽  
Vol 148 ◽  
pp. 106674 ◽  
Author(s):  
Ata Allah Taleizadeh ◽  
Mahdi Mokhtarzadeh
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Two Dimensional ◽  
A Value ◽  
Risk Approach ◽  
Offline Channels

Approximations for the Value-At-Risk Approach to Risk-Return Analysis

2001 ◽  
Author(s):  
Dirk Tasche ◽  
Luisa Tibiletti
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Risk Return ◽  
Risk Approach

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

2001 ◽  
Vol 1 (5) ◽  
pp. 542-551 ◽  
Author(s):  
P. Silvapulle ◽  
C.W.J. Granger
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Portfolio Diversification ◽  
Conditional Correlation ◽  
A Value ◽  
Risk Approach
Sign in / Sign up

Export Citation Format

Share Document