scholarly journals Analyzing Capital Flow Drivers Using the ‘At-Risk’ Framework: South Africa’s Case

2021 ◽  
Vol 2021 (253) ◽  
pp. 1
Author(s):  
Ken Miyajima ◽  
Rohit Goel
Keyword(s):  
At Risk ◽  
Capital Flow ◽  
Risk Framework

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

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the London discussion

2013 ◽  
Vol 19 (1) ◽  
pp. 157-167
Author(s):  
Stephen Richards
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Publication Type ◽  
A Value ◽  
Risk Framework

This abstract relates to the following paper:RichardsS. J., CurrieI. D. and RitchieG. P.A Value-at-Risk framework for longevity trend risk.British Actuarial Journal, doi:10.1017/S1357321712000451

Optimal portfolio selection in a Value-at-Risk framework

2001 ◽  
Vol 25 (9) ◽  
pp. 1789-1804 ◽  
Author(s):  
Rachel Campbell ◽  
Ronald Huisman ◽  
Kees Koedijk
Keyword(s):  
At Risk ◽  
Portfolio Selection ◽  
Value At Risk ◽  
Optimal Portfolio ◽  
A Value ◽  
Risk Framework ◽  
Optimal Portfolio Selection
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