| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Coherent risk measures under filtered historical simulation
|
Giannopoulos, Kostas
|
|
2005
|
29 |
4 |
p. 979-996
18 p.
|
artikel
|
| 2 |
Editorial board
|
|
|
2005
|
29 |
4 |
p. IFC-
1 p.
|
artikel
|
| 3 |
Functional gradient descent for financial time series with an application to the measurement of market risk
|
Audrino, Francesco
|
|
2005
|
29 |
4 |
p. 959-977
19 p.
|
artikel
|
| 4 |
Introduction
|
Adesi, Giovanni Barone
|
|
2005
|
29 |
4 |
p. 801-802
2 p.
|
artikel
|
| 5 |
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
|
Matteo, T. Di
|
|
2005
|
29 |
4 |
p. 827-851
25 p.
|
artikel
|
| 6 |
Migration correlation: Definition and efficient estimation
|
Gagliardini, P.
|
|
2005
|
29 |
4 |
p. 865-894
30 p.
|
artikel
|
| 7 |
On the significance of expected shortfall as a coherent risk measure
|
Inui, Koji
|
|
2005
|
29 |
4 |
p. 853-864
12 p.
|
artikel
|
| 8 |
Reward–risk portfolio selection and stochastic dominance
|
De Giorgi, Enrico
|
|
2005
|
29 |
4 |
p. 895-926
32 p.
|
artikel
|
| 9 |
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
|
Fermanian, Jean-David
|
|
2005
|
29 |
4 |
p. 927-958
32 p.
|
artikel
|
| 10 |
Special issue page: Contents
|
|
|
2005
|
29 |
4 |
p. iii-
1 p.
|
artikel
|
| 11 |
The choice of the distribution of asset returns: How extreme value theory can help?
|
Longin, François
|
|
2005
|
29 |
4 |
p. 1017-1035
19 p.
|
artikel
|
| 12 |
The simple economics of bank fragility
|
De Vries, C.G.
|
|
2005
|
29 |
4 |
p. 803-825
23 p.
|
artikel
|
| 13 |
Value-at-risk versus expected shortfall: A practical perspective
|
Yamai, Yasuhiro
|
|
2005
|
29 |
4 |
p. 997-1015
19 p.
|
artikel
|
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