Econometrics of Risk - Studies in Computational Intelligence
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Published By Springer International Publishing

9783319134482, 9783319134499
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Dynamics of Hedge Fund Performance

2014 ◽  
pp. 85-113
Author(s):  
Serge Darolles ◽  
Christian Gouriéroux ◽  
Jérome Teiletche
Keyword(s):  
Hedge Fund ◽  
Fund Performance ◽  
Hedge Fund Performance

Estimating Oil Price Value at Risk Using Belief Functions

2014 ◽  
pp. 377-389 ◽  
Author(s):  
Panisara Phochanachan ◽  
Jirakom Sirisrisakulchai ◽  
Songsak Sriboonchitta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Oil Price ◽  
Belief Functions

Distortion Risk Measures Under Skew Normal Settings

2014 ◽  
pp. 135-148
Author(s):  
Weizhong Tian ◽  
Tonghui Wang ◽  
Liangjian Hu ◽  
Hien D. Tran
Keyword(s):  
Risk Measures ◽  
Skew Normal ◽  
Distortion Risk Measures
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