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International Journal of Risk Assessment and Management, Vol. 4, Iss. 4, 2004-05 ,pp. : 301-309

Inderscience Publishers

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High volatility, thick tails and extreme value theory in value-at-risk estimation

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Value-at-risk: is lacking in sub-additivity just an annoying technicality?

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International Journal of Risk Assessment and Management, Vol. 9, Iss. 1-2, 2008-07 ,pp. : 44-51

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Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

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International Journal of Risk Assessment and Management, Vol. 15, Iss. 5-6, 2011-11 ,pp. : 453-477

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How Banks’ Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time: Accounting, Disclosure, and the Cost of Capital

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Review of Accounting Studies, Vol. 9, Iss. 2-3, 2004-06 ,pp. : 265-294

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