Value-at-risk with info-gap uncertainty

ISSN： 1526-5943

Source： The Journal of Risk Finance Incorporating Balance Sheet, Vol.6, Iss.5, 2005-01, pp. : 388-403

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Managing credit risk with info-gap uncertainty

By Beresford-Smith Bryan Thompson Colin J.

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 8, Iss. 1, 2007-01 ,pp. : 24-34

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A bird's view of info-gap decision theory

By Sniedovich Moshe

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 3, 2010-01 ,pp. : 268-283

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Non-Linear Value-at-Risk

By Britten-Jones M. M. Schaefer S.

European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. : 161-187

Springer Publishing Company

Access to resources Recommend Favorite

An info-gap approach to managing portfolios of assets with uncertain returns

By Beresford-Smith Bryan Thompson Colin J.

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 10, Iss. 3, 2009-05 ,pp. : 277-287

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Comment on `Non-Linear Value-at-Risk'

By Wiener Z.

European Finance Review, Vol. 2, Iss. 2, 1998-01 ,pp. : 189-193

Springer Publishing Company

Access to resources Recommend Favorite