Giovanni Barone Adesi
págs. 801-802
The simple economics of bank fragility
C.G. de Vries
págs. 803-825
T. Aste, T. Di Matteo, Michel M. Dacorogna
págs. 827-851
On the significance of expected shortfall as a coherent risk measure
Masaaki Kijima, Koji Inui
págs. 853-864
Migration correlation: Definition and efficient estimation
C. Gouriéroux, P. Gagliardini
págs. 865-894
Reward--risk portfolio selection and stochastic dominance
Enrico de Giorgi
págs. 895-926
Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements
Olivier Scaillet, Jean-David Fermanian
págs. 927-958
Giovanni Barone-Adesi, Francesco Audrino
págs. 959-977
Coherent risk measures under filtered historical simulation
Kostas Giannopoulos, Radu Tunaru
págs. 979-996
págs. 997-1015
págs. 1017-1035
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