Browsing by Subject Value-at-risk
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2014 | Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation | Date, P; Bustreo, R |
2013 | Measuring the risk of financial portfolios with nonlinear instruments and non-Gaussian risk factors | Bustreo, Roberto |
2009 | Portfolio selection models: A review and new directions | Roman, D; Mitra, G |