Skip to main content

Publisher: Emerald Group Publishing Limited

Volume 6, Number 5, 2005

VaR stress tests for highly non-linear portfolios
pp. 382-387(6)
Authors: H.J. Einmahl, John; N. Foppen, Walter; W. Laseroms, Olivier; G. de Vries, Casper

Favourites:
ADD

Value-at-risk with info-gap uncertainty
pp. 388-403(16)
Author: Ben-Haim, Yakov

Favourites:
ADD

Reciprocal insurance: a case of supply created by demand
pp. 404-415(12)
Author: C. Venezian, Emilio

Favourites:
ADD

Classic and modern measures of risk in fixed-income portfolio optimization
pp. 416-423(8)
Author: Ã?ngel Martín Mato, Miguel

Favourites:
ADD

Trade size, trade frequency, and the volatility-volume relation
pp. 424-437(14)
Authors: (Fengming) Song, Frederick; Tan, Hui; Wu, Yunfeng

Favourites:
ADD

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more